Stochastic Differential Systems

Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978

AvB. Grigelionis

Häftad, Engelska, 1980

Del 25 i serien Lecture Notes in Control and Information Sciences

556 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Produktinformation

Utgivningsdatum:1980-12-01
Mått:170 x 244 x 21 mm
Vikt:655 g
Format:Häftad
Språk:Engelska
Serie:Lecture Notes in Control and Information Sciences
Antal sidor:367
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783540104988

Utforska kategorier

Innehållsförteckning

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.

Du kanske också är intresserad av

Probability Theory and Mathematical Statistics

B. Grigelionis, J. Kubilius, V. Paulauskas, H. Pragarauskas, R. Rudzkis, V. Statulevičius

Inbunden, 1999

3 564 kr

Probability Theory and Mathematical Statistics. Vol. 1

B. Grigelionis, Yu. V. Prohorov, V. V. Sazonov, V. Statulevičius

Inbunden, 1990

3 097 kr

Probability Theory and Mathematical Statistics

B. Grigelionis, J. Kubilius, V. Paulauskas, H. Pragarauskas, R. Rudzkis, V. Statulevičius

Inbunden, 1999

3 601 kr

Probability Theory and Mathematical Statistics. Vol. 2

Yu. V. Prohorov, V. A. Statulevičius, V. V. Sazonov, B. Grigelionis

Inbunden, 1987

3 436 kr

Probability Theory and Mathematical Statistics. Vol. 1

Yu. V. Prohorov, V. A. Statulevičius, V. V. Sazonov, B. Grigelionis

Inbunden, 1987

2 767 kr

Probability Theory and Mathematical Statistics

B. Grigelionis, J. Kubilius, H. Pragarauskas, V. Statulevičius

Inbunden, 1994

3 601 kr

Probability Theory and Mathematical Statistics. Vol. 2

B. Grigelionis, Yu. V. Prohorov, V. V. Sazonov, V. Statulevičius

Inbunden, 1990

2 932 kr

Ruth Kvarnström-Jones - SIGNERAD - Systrarna på Sophiahemmet, Inbunden

Signerad!

Del 3

SIGNERAD - Systrarna på Sophiahemmet

Ruth Kvarnström-Jones

Inbunden, 2026

249 kr

Nyhet

Jag såg hur vi var stjärnor

Laleh Pourkarim

Inbunden, 2026

269 kr

Signerad!

SIGNERAD - Ropet från rymden

Joanna André

Inbunden, 2026

179 kr

Stochastic Differential Systems

Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978

AvB. Grigelionis

Häftad, Engelska, 1980

Del 25 i serien Lecture Notes in Control and Information Sciences

556 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Produktinformation

Utgivningsdatum:1980-12-01
Mått:170 x 244 x 21 mm
Vikt:655 g
Format:Häftad
Språk:Engelska
Serie:Lecture Notes in Control and Information Sciences
Antal sidor:367
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783540104988

Utforska kategorier

Innehållsförteckning

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.