Geschäftskunden Kundenprogramme
Vor Ort
Merkzettel Warenkorb
  • Produktbild: Stochastic Differential Systems
  • Produktbild: Stochastic Differential Systems
Band 96

Stochastic Differential Systems Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986

Aus der Reihe Lecture Notes in Control and Information Sciences

Fr. 72.90

inkl. gesetzl. MwSt., Versandkostenfrei

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

31.07.1987

Abbildungen

XII, 385 p. 3 illus.

Herausgeber

Hans Jürgen Engelbert + weitere

Verlag

Springer Berlin

Seitenzahl

385

Maße (L/B/H)

24.4/17/2.2 cm

Gewicht

688 g

Sprache

Englisch

ISBN

978-3-540-18010-4

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

31.07.1987

Abbildungen

XII, 385 p. 3 illus.

Herausgeber

Verlag

Springer Berlin

Seitenzahl

385

Maße (L/B/H)

24.4/17/2.2 cm

Gewicht

688 g

Sprache

Englisch

ISBN

978-3-540-18010-4

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: ProductSafety@springernature.com

Noch keine Bewertungen vorhanden

Verfassen Sie die erste Bewertung zu diesem Artikel

Helfen Sie anderen Kundinnen und Kunden durch Ihre Meinung.

Kundinnen und Kunden meinen

Bewertungen (0)
  • Produktbild: Stochastic Differential Systems
  • Produktbild: Stochastic Differential Systems
  • Long-time fluctuations of weakly interacting diffusions.- An estimation problem for generalized Gaussian processes.- A critical measure-valued branching process with infinite asymptotic edensity.- On large deviations and relative entropy of Markov random fields.- Error estimates for finite-element approximation of the Zakai equation.- Semigroup properties of markov processes with a several dimensional parameter.- Large deviations of a diffusion in a bistable infinite-dimensional potential.- White noise calculus for two-parameter filtering.- Reaction-diffusion equations with white noise disturbance.- The propagation of chaos for diffusions with bad drift coefficients.- Approximation for infinite-dihensional wiener processes in separable hilbert spaces.- A prediction problem for gaussian planar processes which are markovian with respect to increasing and decreasing paths.- On the distribution of functionals of stochastic fields.- Finite-dimensional approximation of stochastic NAVIER-STOKES-equation.- Large deviations of linear stochastic differential equations.- On the semimartingale decomposition of quasidiffusions with nonnaturale scale.- Time reversal of gap diffusions.- Generalized second order differential operators and nonconservative one-dimensional quasidiffusions with natural boundaries.- On the convergence of diffusions.- Derivative free numerical methods for stochastic differential equations.- On the number of crossings of a partli reflecting hyperplane by a multidimensional wiener process.- On convergence rates of approximate solutions of stochastic equations.- On the joint distribution of the Brownian local and occupation times.- Large deviations estimates for semilinear stochastic equations.- Continuous dependence for ito equations with respect to the driftinvolving lie brackets.- A stochastic maximum principle.- Line integrals; stable spaces of martingales; compactization problems in optimal control.- Partially observable control of diffusions with correlated noise.- Some negative properties of nash-equilibrium strategies in stochastic differential games.- Finite dimensional approximation of an optimal control problem for stochastic partial differential equations.- Some examples of the optimal control of diffusions with partial observation and non-gaussian initial condition.- A problem of non-zero sum stopping game.- Limit theorems of probability theory and optimality in linear controlled systems with quadratic cost.- A minimal fluctuation property for coin tossing and locally symmetric martingales.- The functional law of the iterated logarithm for Lévy's area process.- Ito-Ventzel's formula for semimartingales, asymptotic properties of mle and recursive estimation.- Conditions for contiguity.- Stochastic calculus associated with skorohod's integral.- Absolute continuity of a semimartin gale with respect to a continuous increasing and adapted process.