UID:
almafu_9959186316502883
Format:
1 online resource (VIII, 393 p.)
Edition:
1st ed. 1982.
Edition:
Online edition Springer Lecture Notes Archive ; 041142-5
ISBN:
3-540-39517-2
Series Statement:
Lecture Notes in Control and Information Sciences, 42
Note:
Bibliographic Level Mode of Issuance: Monograph
,
Existence, uniqueness and tail behavior of solutions to Zakai equations with unbounded coefficients -- Optimal stopping under partial observations -- Optimal control of partially observed diffusions -- Accurate evaluation of conditional densities in nonlinear filtering -- An efficient approximation scheme for a class of stochastic differential equations -- Stochastic control with noisy observations -- Applications of duality to measure-valued diffusion processes -- Optimal stopping of controlled Markov processes -- Two parameter filtering equations for jump process semimartingales -- Space-time mixing in a branching model -- Logarithmic transformations and stochastic control -- Generalized Gaussian random solutions of certain evolution equations -- Extremal controls for completely observable diffusions -- Lévy's stochastic area formula in higher dimensions -- Asymptotic nonlinear filtering and large deviations -- Representation and approximation of counting processes -- Approximate invariant measures for the asymptotic distributions of differential equations with wide band noise inputs -- Optimal stochastic control of diffusion type processes and Hamilton-Jacobi-Bellman equations -- On reducing the dimension of control problems by diffusion approximation -- Lie algebraic and approximation methods for some nonlinear filtering problems -- Optimal stopping for two-parameter processes -- Stochastic control problem for reflected diffusions in a convex bounded domain -- Nonlinear filtering of diffusion processes a guided tour -- Note on uniqueness of semigroup associated with Bellman operator -- PDE with random coefficients: Asymptotic expansion for the moments -- A discrete time stochastic decision model -- On the approximation of controlled jump diffusion processes -- On optimal stochastic control problem of large systems -- Unnormalized conditional probabilities and optimality for partially observed controlled jump Markov processes -- On normal approximation in Banach spaces -- A class of problems in the optimal control of diffusions with finitely many controls -- A resumé of some of the applications of Malliavin's calculus -- Large deviations.
,
English
In:
Springer eBooks
Additional Edition:
ISBN 0-387-11936-1
Additional Edition:
ISBN 3-540-11936-1
Language:
English
URL:
http://dx.doi.org/10.1007/BFb0004521
URL:
http://dx.doi.org/10.1007/BFb0004521
URL:
http://dx.doi.org/10.1007/BFb0004521
