Stochastic Differential Systems Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978 / edited by B. Grigelionis.

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Bibliographic Details
Corporate Author:	SpringerLink (Online service)
Other Authors:	Grigelionis, B. (Editor)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1980.
Edition:	1st ed. 1980.
Series:	Lecture Notes in Control and Information Sciences, 25 Springer eBook Collection.
Subjects:	Probabilities. System theory. Calculus of variations. Control engineering. Robotics. Mechatronics. Electronic resources (E-books)
Online Access:	Click to view e-book
Holy Cross Note:	Loaded electronically. Electronic access restricted to members of the Holy Cross Community.

Table of Contents:

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.

Stochastic Differential Systems Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28–Sept. 2, 1978 / edited by B. Grigelionis.

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