Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 5-10 Tagen versandfertig
Veröffentlichung:	November 1982
Genre:	Naturwissensch., Medizin, Technik
ISBN:	9783540120612
EAN-Code:	9783540120612
Verlag:	Springer Berlin Heidelberg
Einband:	Kartoniert
Sprache:	English
Dimensionen:	H 244 mm / B 170 mm / D 22 mm
Gewicht:	681 gr
Seiten:	396
Zus. Info:	Paperback
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

Radon-Nikodym derivatives in case of rational spectral densities.- Differentiation of measures related to stochastic processes.- Dynkin games.- An introduction to the stochastic calculus of variations.- On one-dimensional Markov SDEs.- Some problems in sequential analysis.- A stochastic differential equation for Feller's one-dimensional diffusions.- A result of the iterated logarithm type for a certain class of stochastic processes.- Approximation of large deviations estimates and escape times and applications to systems with small noise effects.- On strong solutions of stohastic equations with respect to semimartingales.- Inverse problems in stochastic Riemannian geometry.- Some results on likelihood ratios for two-parameter processes.- Controllability of stochastic systems.- Solving the Zakai equation by ito's Method.- Simple and efficient linear and nonlinear filters by regular perturbation methods.- The non linear filtering equations.- On robust approximations in nonlinear filtering.- Smoothing of a diffusion process conditionned at final time.- First passage times in stochastic models of physical systems and in filtering theory.- Adaptive stochastic filtering problems ¿ The continuous time case.- Between the chapters: An editor's note.- On perturbation methods in stochastic control.- A control problem in a manifold with nonsmooth boundary.- Some recent results on the control of partially observable stochastic systems.- Optimal controls for partially observed stochastic systems using nonstandard analysis.- Stochastic control with tracking of exogenous parameters.- Nisio semi-group associated to the control of Markov processes.- Optimal control of partially observed diffusions via the separation principle.- A class of singular stochastic control problems.- Sur l'arret optimal de processus a deux indices reels.- Duality theory for some stochastic control models.- On the control of jump processes.- A partially observed inventory problem.- On impulsive control with long run average cost criterion.- Separation theorem for optimal impulse control with discontinuous observations.- Optimal control based on observations on the boundary.