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|a 10.1007/BFb0006401
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|a Stochastic Differential Systems
|h [electronic resource] :
|b Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15–20, 1980 /
|c edited by M. Arato, D. Vermes, A.V. Balakrishnan.
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| 250 |
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|a 1st ed. 1981.
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| 264 |
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|a Berlin, Heidelberg :
|b Springer Berlin Heidelberg :
|b Imprint: Springer,
|c 1981.
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| 300 |
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|a VI, 251 p. 3 illus.
|b online resource.
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| 336 |
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|b txt
|2 rdacontent
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|a Lecture Notes in Control and Information Sciences,
|x 0170-8643 ;
|v 36
|
| 490 |
1 |
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|a Springer eBook Collection
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| 505 |
0 |
|
|a On optimal stopping times in operating systems -- Semimartingales defined on markov processes -- The expected value of perfect information in the optimal evolution of stochastic systems -- Some problems of large deviations -- On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations -- Point processes and system lifetimes -- On weak convergence of semimartingales and point processes -- Ito formula in banach spaces -- General theorems of filtering with point process observations -- Existence of partially observable stochastic optimal controls -- On the generalization of the fefferman-garsia inequality -- Some remarks on the purely nondeterministic property of second order random fields -- The Hölder continuity of hilbert space valued stochastic integrals with an application to SPDE -- On the first integrals and liouville equations for diffusion processes -- An averaging method for the analysis of adaptive systems with small adjustment rate -- A-spaces associated with processes. Application to stochastic equations -- A martingale approach to first passage problems and a new condition for Wald's identity -- A taylor formula for semimartingales solving a stochastic equation -- On optimal sensor location in stochastic differential systems and in their deterministic analogues -- On first order singular bellman equation -- A limit theorem of solutions of stochastic boundary-initial-value problems -- Stochastic integration with respect to multiparameter Gaussian processes -- On L2 and non-L2 multiple stochastic integration -- Optimal stochastic control under reliability constraints -- On controlled semi-markov processes with average reward criterion -- Likelihood ratios and kalman filtering for random fields.
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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 Control engineering.
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| 650 |
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|a Robotics.
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| 650 |
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|a Mechatronics.
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| 690 |
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|a Electronic resources (E-books)
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| 700 |
1 |
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|a Arato, M.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
|
|a Vermes, D.
|e editor.
|4 edt
|4 http://id.loc.gov/vocabulary/relators/edt
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| 700 |
1 |
|
|a Balakrishnan, A.V.
|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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| 830 |
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|a Lecture Notes in Control and Information Sciences,
|x 0170-8643 ;
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