Stochastic Differential Systems : Filtering and Control Proceedings of the Ifip-wg 7/1 Working Conference Marseille-luminy, France, March 12-17, 1984

Metivier, M. (EDT); Pardoux, E. (EDT)

ISBN 10: 3540151761 ISBN 13: 9783540151760

Editorial: Springer, 1985

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T�tulo: Stochastic Differential Systems : Filtering ...
Editorial: Springer
A�o de publicaci�n: 1985
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Stochastic Differential Systems. Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 1217, 1984.

Metivier, M. und E. Pardoux,

Publicado por Springer Berlin, 1985

ISBN 10: 3540151761 ISBN 13: 9783540151760

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325 pages Ex-Library book in good condition. 9783540151760 Sprache: Englisch Gewicht in Gramm: 581. N� de ref. del art�culo: 1100056

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Stochastic Differential Systems

Metivier, M.|Pardoux, E.

Publicado por Springer Berlin Heidelberg, 1985

ISBN 10: 3540151761 ISBN 13: 9783540151760

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Condici�n: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires.- Stationary distributions for ?-dimensional linear equations with general noise.- Non-linear evolution equations and functionnals of measure-valued branching proc. N� de ref. del art�culo: 4882500

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Stochastic Differential Systems

M. Metivier

Publicado por Springer, Springer Vieweg Apr 1985, 1985

ISBN 10: 3540151761 ISBN 13: 9783540151760

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Taschenbuch. Condici�n: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires.- Stationary distributions for -dimensional linear equations with general noise.- Non-linear evolution equations and functionnals of measure-valued branching processes.- DNA disribution as a measure valued process.- Weak solutions of stochastic evolution equations.- Stability of parabolic equations with boundary and pointwise noise.- Stochastic partial differential equations and renormalization theory (stochastic quantization).- On the regularity of the solutions of stochastic partial differential equations.- Asymptotic analysis of multilevel stochastic systems.- Space scaling limit theorems for infinite particle branching brownian motions with immigration.- An invariance principle for martingales with values in sobolev spaces.- Large deviations for stationary Gaussian processes.- Asymptotic expansion of the Lyapunov exponent and the rotation number for the schr�dinger operator with random potential.- Homogeneization for equations with random coefficients.- A nice discretization for stochastic line integrals.- On one-dimensional stochastic differential equations with generalized drift.- An entropy approach to the time reversal of diffusion processes.- On the drift of a reversed diffusion.- Time reversal of diffusion processes.- Divergence, convergence and moments of some integral functionals of diffusions.- On first exit times of diffusions.- Smoothing for a finite state Markov process.- Some remarks on gaussian solutions and explicit filtering formulae.- White noise theory of filtering-some robustness and consistency results.- A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations.- Continuous versions of the conditionalstatistics of nonlinear filtering.- Homogenization of bellman equations.- Partially observed stochastic controls based on a cumulative digital read out of the observations.- Some results on bellman equation in Hilbert spaces and applications to infinite dimensional control problems.- A PDE approach to asymptotic estimates for optimal exit probabilities.- Optimal stochastic control with state constraints.- On impulse control with partial observation.- Construction and control of reflected diffusion with jumps.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 336 pp. Englisch. N� de ref. del art�culo: 9783540151760

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Stochastic Differential Systems

E. Pardoux

Publicado por Springer Berlin Heidelberg, Springer Apr 1985, 1985

ISBN 10: 3540151761 ISBN 13: 9783540151760

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Taschenbuch. Condici�n: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires.- Stationary distributions for -dimensional linear equations with general noise.- Non-linear evolution equations and functionnals of measure-valued branching processes.- DNA disribution as a measure valued process.- Weak solutions of stochastic evolution equations.- Stability of parabolic equations with boundary and pointwise noise.- Stochastic partial differential equations and renormalization theory (stochastic quantization).- On the regularity of the solutions of stochastic partial differential equations.- Asymptotic analysis of multilevel stochastic systems.- Space scaling limit theorems for infinite particle branching brownian motions with immigration.- An invariance principle for martingales with values in sobolev spaces.- Large deviations for stationary Gaussian processes.- Asymptotic expansion of the Lyapunov exponent and the rotation number for the schr�dinger operator with random potential.- Homogeneization for equations with random coefficients.- A nice discretization for stochastic line integrals.- On one-dimensional stochastic differential equations with generalized drift.- An entropy approach to the time reversal of diffusion processes.- On the drift of a reversed diffusion.- Time reversal of diffusion processes.- Divergence, convergence and moments of some integral functionals of diffusions.- On first exit times of diffusions.- Smoothing for a finite state Markov process.- Some remarks on gaussian solutions and explicit filtering formulae.- White noise theory of filtering-some robustness and consistency results.- A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations.- Continuous versions of the conditional statistics of nonlinear filtering.- Homogenization of bellman equations.- Partially observed stochastic controls based on a cumulative digital read out of the observations.- Some results on bellman equation in Hilbert spaces and applications to infinite dimensional control problems.- A PDE approach to asymptotic estimates for optimal exit probabilities.- Optimal stochastic control with state constraints.- On impulse control with partial observation.- Construction and control of reflected diffusion with jumps. 336 pp. Englisch. N� de ref. del art�culo: 9783540151760

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Stochastic Differential Systems : Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12-17, 1984

Metivier, M.

Publicado por Springer 1985-04, 1985

ISBN 10: 3540151761 ISBN 13: 9783540151760

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Stochastic Differential Systems : Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12-17, 1984

E. Pardoux

Publicado por Springer, 1985

ISBN 10: 3540151761 ISBN 13: 9783540151760

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Taschenbuch. Condici�n: Neu. Druck auf Anfrage Neuware - Printed after ordering - Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires.- Stationary distributions for -dimensional linear equations with general noise.- Non-linear evolution equations and functionnals of measure-valued branching processes.- DNA disribution as a measure valued process.- Weak solutions of stochastic evolution equations.- Stability of parabolic equations with boundary and pointwise noise.- Stochastic partial differential equations and renormalization theory (stochastic quantization).- On the regularity of the solutions of stochastic partial differential equations.- Asymptotic analysis of multilevel stochastic systems.- Space scaling limit theorems for infinite particle branching brownian motions with immigration.- An invariance principle for martingales with values in sobolev spaces.- Large deviations for stationary Gaussian processes.- Asymptotic expansion of the Lyapunov exponent and the rotation number for the schr�dinger operator with random potential.- Homogeneization for equations with random coefficients.- A nice discretization for stochastic line integrals.- On one-dimensional stochastic differential equations with generalized drift.- An entropy approach to the time reversal of diffusion processes.- On the drift of a reversed diffusion.- Time reversal of diffusion processes.- Divergence, convergence and moments of some integral functionals of diffusions.- On first exit times of diffusions.- Smoothing for a finite state Markov process.- Some remarks on gaussian solutions and explicit filtering formulae.- White noise theory of filtering-some robustness and consistency results.- A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations.- Continuous versions of the conditionalstatistics of nonlinear filtering.- Homogenization of bellman equations.- Partially observed stochastic controls based on a cumulative digital read out of the observations.- Some results on bellman equation in Hilbert spaces and applications to infinite dimensional control problems.- A PDE approach to asymptotic estimates for optimal exit probabilities.- Optimal stochastic control with state constraints.- On impulse control with partial observation.- Construction and control of reflected diffusion with jumps. N� de ref. del art�culo: 9783540151760

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Stochastic Differential Systems: Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12-17, 1984 ... in Control and Information Sciences, 69)

Publicado por Springer, 1985

ISBN 10: 3540151761 ISBN 13: 9783540151760

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Stochastic Differential Systems

Publicado por Springer, 1985

ISBN 10: 3540151761 ISBN 13: 9783540151760

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Condici�n: New. Print on Demand pp. 336 67:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Perfect Bound on White w/Gloss Lam. N� de ref. del art�culo: 95188698

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