Stochastic Differential Systems Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12–17, 1984 / edited by M. Metivier, E. Pardoux.

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Bibliographic Details
Corporate Author:	SpringerLink (Online service)
Other Authors:	Metivier, M. (Editor), Pardoux, E. (Editor)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1985.
Edition:	1st ed. 1985.
Series:	Lecture Notes in Control and Information Sciences, 69 Springer eBook Collection.
Subjects:	Probabilities. Control engineering. Robotics. Mechatronics. Applied mathematics. Engineering mathematics. 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:

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 schrödinger 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.

Stochastic Differential Systems Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12–17, 1984 / edited by M. Metivier, E. Pardoux.

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