Umfang:
Online-Ressource (IX, 367 p)
,
digital
Ausgabe:
Springer eBook Collection. Engineering
ISBN:
9783540385035
Serie:
Lecture Notes in Control and Information Sciences 25
Inhalt:
Some estimation problems for stochastic differential equations -- Applications of stochastic differential equations to the description of turbulent equations -- On semimartingales with values in Euclidean halfspaces -- Multiplicative operator functional of markov processes and their applications -- On the predictable jumps of martingales -- On the existence of a solution of the stochastic equation with respect to a martingale and a random measure -- On bellman equation for controlled degenerate general stochastic processes -- On the existence of the optimal policy for a multidimensional quasidiffusion controlled process -- On the semigroup theory of stochastic control -- Stationary solutions of the stochastic Navier-Stokes equations -- On absolute continuity of probability measures for markov-itô processes -- Representations of Gaussian random fields -- Continuous additive &?-processes -- Stochastic differential equation of the optimal non-linear filtering of the conditional Gaussian process -- The maximum rate of convergence of discrete approximations for stochastic differential equations -- Approximation of itô integral equations -- A probabilistic approach to the representation problem of martingales as stochastic integral -- Diffusion in regions with many small holes -- Exterior dirichlet problems and the asymptotic behavior of diffusions -- On stochastic bang-bang control -- Structure of martingales under random change of time -- On stochastic equations with unbounded coefficients for jump processes -- To the maximum principle theory for problems of control of stochastic differential equations -- Diffusion processes with singular characteristics -- Construction and properties of a class of stochastic integrals -- The asymptotic statistical problems for fields of diffusion type -- A note on strong solutions of stochastic differential equations with random coefficients -- Non-equilibrium solutions of an infinite system of stochastic differential equations -- On conditions for uniform integrability for continuous exponential martingales -- On weak compactiness of the sets of multiparameter stochastic processes -- Limit theorems for stocha stic equations with partial derivatives -- Formula for conditional Wiener integrals -- On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation -- On a dirichlet problem with random coefficients -- Stochastic spectral equations.
Anmerkung:
Literaturangaben
Weitere Ausg.:
ISBN 9783540104988
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Stochastic differential systems Berlin [u.a.] : Springer, 1980 ISBN 3540104984
Weitere Ausg.:
ISBN 0387104984
Sprache:
Englisch
Schlagwort(e):
Stochastische Differentialgleichung
;
Stochastischer Prozess
;
Konferenzschrift
URL:
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