• Produktbild: Stochastic Differential Systems
  • Produktbild: Stochastic Differential Systems
Band 126

Stochastic Differential Systems Proceedings of the 4th Bad Honnef Conference, June, 20–24, 1988

49,99 €

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Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

27.10.1989

Abbildungen

IX, 347 p. 4 illus.

Herausgeber

Norbert Christopeit + weitere

Verlag

Springer Berlin

Seitenzahl

347

Maße (L/B/H)

24,4/17/2 cm

Gewicht

621 g

Sprache

Englisch

ISBN

978-3-540-51299-8

Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

27.10.1989

Abbildungen

IX, 347 p. 4 illus.

Herausgeber

Verlag

Springer Berlin

Seitenzahl

347

Maße (L/B/H)

24,4/17/2 cm

Gewicht

621 g

Sprache

Englisch

ISBN

978-3-540-51299-8

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: ProductSafety@springernature.com

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  • Produktbild: Stochastic Differential Systems
  • Produktbild: Stochastic Differential Systems
  • Some results on Newton equation with an additional stochastic force.- On dirichlet forms on topological vector spaces: Existence and maximality.- Nowhere Radon smooth measures, perturbations of Dirichlet forms and singular quadratic forms.- A generalization of Ito's formula.- General functional limit theorems for semimartingales.- Nonlinear filtering for dynamic systems with singular perturbations.- On recursive adaptive filtering: Linear case.- On the smooth fit boundary conditions in the optimal stopping problem for semimertingales.- Order determination and adaptive control of ARX models using the PLS criterion.- Adaptive control of some partially observed linear stochastic systems.- The adjoint process in stochastic optimal control.- Integration by parts and the Malliavin calculus.- Pathwise stability of random differential equations and the solution of an adaptive control related problem.- Stochastic analysis of intertemporal economic issues.- OLS-Estimation and rationality in linear models with forecast feedback.- Invariance of cones and comparison results for some classes of diffusion processes.- Performance and robustness in adaptive control of linear stochastic systems.- Singular perturbations for stochastic control.- Extended stochastic lyapunov functions and recursive algorithms in linear stochastic systems.- Consistency sets of least squares estimates in stochastic regression models.- Consistency of estimators in controlled systems.- Stochastic controllability and stochastic Lyapunov functions with applications to adaptive and nonlinear systems.- A simple stochastic growth model for filamentary current structures in semiconductor systems.- The rate of convergence and the asymptotic normality of an estimator in a controlled investment model with time-varying parameters.- On invariant measures of filtering processes.- Polygonal fields: A new class of markov fields on the plane.- Strictly stationary processes with the linear prediction property.- Multiparameter martingale and Markov process.- Limit theorems for storage process with the domain of attraction of a stable law.