Format:
Online-Ressource (VI, 251 p)
,
digital
Edition:
Springer eBook Collection. Engineering
ISBN:
9783540385646
Series Statement:
Lecture Notes in Control and Information Sciences 36
Content:
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.
Note:
Literaturangaben
Additional Edition:
ISBN 9783540110385
Additional Edition:
Erscheint auch als Druck-Ausgabe Stochastic differential systems Berlin [u.a.] : Springer, 1981 ISBN 3540110380
Additional Edition:
ISBN 0387110380
Language:
English
Keywords:
Konferenzschrift
URL:
Volltext
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