UID:
edocfu_9959186317102883
Umfang:
1 online resource (VI, 251 p. 3 illus.)
Ausgabe:
1st ed. 1981.
Ausgabe:
Online edition Springer Lecture Notes Archive ; 041142-5
ISBN:
3-540-38564-9
Serie:
Lecture Notes in Control and Information Sciences, 36
Anmerkung:
Bibliographic Level Mode of Issuance: Monograph
,
On optimal stopping times in operating systems -- Semimartingales defined on markov processes -- The expected value of perfect information in the optimal evolution of stochastic systems -- Some problems of large deviations -- On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations -- Point processes and system lifetimes -- On weak convergence of semimartingales and point processes -- Ito formula in banach spaces -- General theorems of filtering with point process observations -- Existence of partially observable stochastic optimal controls -- On the generalization of the fefferman-garsia inequality -- Some remarks on the purely nondeterministic property of second order random fields -- The Hölder continuity of hilbert space valued stochastic integrals with an application to SPDE -- On the first integrals and liouville equations for diffusion processes -- An averaging method for the analysis of adaptive systems with small adjustment rate -- A-spaces associated with processes. Application to stochastic equations -- A martingale approach to first passage problems and a new condition for Wald's identity -- A taylor formula for semimartingales solving a stochastic equation -- On optimal sensor location in stochastic differential systems and in their deterministic analogues -- On first order singular bellman equation -- A limit theorem of solutions of stochastic boundary-initial-value problems -- Stochastic integration with respect to multiparameter Gaussian processes -- On L2 and non-L2 multiple stochastic integration -- Optimal stochastic control under reliability constraints -- On controlled semi-markov processes with average reward criterion -- Likelihood ratios and kalman filtering for random fields.
,
English
In:
Springer eBooks
Weitere Ausg.:
ISBN 3-540-11038-0
Sprache:
Englisch
URL:
http://dx.doi.org/10.1007/BFb0006401
