Stochastic Differential Systems
Language: English
Published by Springer, Springer Vieweg Okt 1981, 1981
- Softcover
- New
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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 260 pp. Englisch.…
Seller Inventory # 9783540110385
Bibliographic details
- Title
- Stochastic Differential Systems
- Author
- M. Arato
- Publisher
- Springer, Springer Vieweg Okt 1981
- Publication year
- 1981
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3540110380
- ISBN 13
- 9783540110385
- Item weight
- 455 grams
- Dimensions
- 244x170x15 mm
buchversandmimpf2000
Emtmannsberg, BAYE, Germany
AbeBooks seller since January 23, 2017
Shipping rates from Germany to U.S.A.
| Item | 60 to 60 business days | 60 to 60 business days |
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| First item | £ 51.59 | £ 64.48 |
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