Stochastic Differential Systems
Springer Berlin (Verlag)
978-3-540-10498-8 (ISBN)
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 noteon 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.
| Erscheint lt. Verlag | 1.12.1980 |
|---|---|
| Reihe/Serie | Lecture Notes in Control and Information Sciences |
| Zusatzinfo | IX, 367 p. 1 illus. |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 170 x 244 mm |
| Gewicht | 653 g |
| Themenwelt | Informatik ► Theorie / Studium ► Künstliche Intelligenz / Robotik |
| Mathematik / Informatik ► Mathematik ► Algebra | |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| Schlagworte | filtering • Statistica • Stochastische Differentialgleichung • Stochastischer Prozess • Stochastisches Integral • Systems • Uniform integrability |
| ISBN-10 | 3-540-10498-4 / 3540104984 |
| ISBN-13 | 978-3-540-10498-8 / 9783540104988 |
| Zustand | Neuware |
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