Stochastic Differential Systems Proceedings of the 2nd Bad Honnef Conference of the SFB 72 of the DFG at the University of Bonn June 28 – July 2, 1982 / edited by M. Kohlmann, N. Christopeit.

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Bibliographic Details
Corporate Author:	SpringerLink (Online service)
Other Authors:	Kohlmann, M. (Editor), Christopeit, N. (Editor)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1982.
Edition:	1st ed. 1982.
Series:	Lecture Notes in Control and Information Sciences, 43 Springer eBook Collection.
Subjects:	Control engineering. Robotics. Mechatronics. System theory. Calculus of variations. Chemometrics. Computational intelligence. 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:

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.

Stochastic Differential Systems Proceedings of the 2nd Bad Honnef Conference of the SFB 72 of the DFG at the University of Bonn June 28 – July 2, 1982 / edited by M. Kohlmann, N. Christopeit.

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