Stochastic Differential Systems: Proceedings of the 4th Bad Honnef Conference, June, 20-24, 1988 (Lecture Notes in Control and Information Sciences)

Norbert Christopeit

ISBN 10: 3540512993 / ISBN 13: 9783540512998

Published by Springer 2013-10-04, 2013

About this Item

Seller Inventory # 6666-IUK-9783540512998

Bibliographic Details

• Title: Stochastic Differential Systems: Proceedings of the 4th Bad Honnef Conference, June, 20-24, 1988 (Lecture Notes in Control and Information Sciences)
• Publisher: Springer 2013-10-04
• Publication Date: 2013
• Language: English
• ISBN 10: 3540512993
• ISBN 13: 9783540512998
• Binding: Paperback
• Condition: New

About this title

Synopsis

The 4th Bad Honnef Conference on Stochastic Differential Systems highlighted recent advances in the areas of stochastic control and filtering theory as well as stochastic analysis. Special emphasis was put on the use of adaptive methods in stochastic systems analysis and on the theory of random fields, both very active fields of current research. There were six survey lectures, two of them on adaptive control of linear stochastic systems (Kumar, Lai), two on problems in stochastic analysis and random fields, (Surgailis, Wong) and one on singular perturbations in nonlinear filtering (Bensoussan). In addition, 37 research papers pertaining to the main topics of the conference were presented.

Product Description

Stochastic Differential Systems The 4th Bad Honnef Conference on Stochastic Differential Systems highlighted recent advances in the areas of stochastic control and filtering theory as well as stochastic analysis. Special emphasis was put on the use of adaptive methods in stochastic systems analysis and on the theory of random fields, both very active fields of current research. There were six survey lectures, two of them on adaptive control of linear stochastic systems (Kumar, Lai), two on problems in stochastic analysis and random fields, (Surgailis, Wong) and one on singular perturbations in nonlinear filtering (Bensoussan). In addition, 37 research papers pertaining to the main topics ...