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|a 9783540385035
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|a 10.1007/BFb0003992
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|a Stochastic Differential Systems
|h [electronic resource] :
|b Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978 /
|c edited by B. Grigelionis.
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| 250 |
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|a 1st ed. 1980.
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| 264 |
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1 |
|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 1980.
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| 300 |
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|a IX, 367 p. 1 illus.
|b online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 347 |
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|a text file
|b PDF
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| 490 |
1 |
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|a Lecture Notes in Control and Information Sciences,
|x 0170-8643 ;
|v 25
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| 490 |
1 |
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|a Springer eBook Collection
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| 505 |
0 |
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|a Some estimation problems for stochastic differential equations -- Applications of stochastic differential equations to the description of turbulent equations -- On semimartingales with values in Euclidean halfspaces -- Multiplicative operator functional of markov processes and their applications -- On the predictable jumps of martingales -- On the existence of a solution of the stochastic equation with respect to a martingale and a random measure -- On bellman equation for controlled degenerate general stochastic processes -- On the existence of the optimal policy for a multidimensional quasidiffusion controlled process -- On the semigroup theory of stochastic control -- Stationary solutions of the stochastic Navier-Stokes equations -- On absolute continuity of probability measures for markov-itô processes -- Representations of Gaussian random fields -- Continuous additive &?-processes -- Stochastic differential equation of the optimal non-linear filtering of the conditional Gaussian process -- The maximum rate of convergence of discrete approximations for stochastic differential equations -- Approximation of itô integral equations -- A probabilistic approach to the representation problem of martingales as stochastic integral -- Diffusion in regions with many small holes -- Exterior dirichlet problems and the asymptotic behavior of diffusions -- On stochastic bang-bang control -- Structure of martingales under random change of time -- On stochastic equations with unbounded coefficients for jump processes -- To the maximum principle theory for problems of control of stochastic differential equations -- Diffusion processes with singular characteristics -- Construction and properties of a class of stochastic integrals -- The asymptotic statistical problems for fields of diffusion type -- A note on strong solutions of stochastic differential equations with random coefficients -- Non-equilibrium solutions of an infinite system of stochastic differential equations -- On conditions for uniform integrability for continuous exponential martingales -- On weak compactiness of the sets of multiparameter stochastic processes -- Limit theorems for stocha stic equations with partial derivatives -- Formula for conditional Wiener integrals -- On the asymptotik behavior of the solution of the dimentional stochastic diffusion equation -- On a dirichlet problem with random coefficients -- Stochastic spectral equations.
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| 590 |
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|a Loaded electronically.
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| 590 |
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|a Electronic access restricted to members of the Holy Cross Community.
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| 650 |
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0 |
|a Probabilities.
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| 650 |
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|a System theory.
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| 650 |
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|a Calculus of variations.
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| 650 |
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|a Control engineering.
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| 650 |
|
0 |
|a Robotics.
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| 650 |
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0 |
|a Mechatronics.
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| 690 |
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|a Electronic resources (E-books)
|
| 700 |
1 |
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|a Grigelionis, B.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 710 |
2 |
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|a SpringerLink (Online service)
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| 773 |
0 |
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|t Springer eBooks
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| 830 |
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|a Lecture Notes in Control and Information Sciences,
|x 0170-8643 ;
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| 830 |
|
0 |
|a Springer eBook Collection.
|
| 856 |
4 |
0 |
|u https://holycross.idm.oclc.org/login?auth=cas&url=https://doi.org/10.1007/BFb0003992
|3 Click to view e-book
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