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Stochastic Differential Systems Filtering and Control

Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12–17, 1984

  • Editors
  • M. Metivier
  • E. Pardoux
Conference proceedings

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 69)

Table of contents

  1. Front Matter
  2. A. Gerardi, G. Nappo
    Pages 35-42
  3. B. Grigelionis, R. Mikulevicius
    Pages 43-54
  4. M. D. Donsker, S. R. S. Varadhan
    Pages 108-112
  5. U. G. Haussmann
    Pages 164-175
  6. U. G. Haussmann, E. Pardoux
    Pages 176-182
  7. E. Platen
    Pages 192-195
  8. Robert J. Elliott
    Pages 197-206
  9. A. Bensoussan, L. Boccardo, F. Murat
    Pages 247-260
  10. Wendell H. Fleming, Panagiotis E. Souganidis
    Pages 281-285
  11. G. Mazziotto, L. Stettner, J. Szpirglas, J. Zabczyk
    Pages 296-308
  12. José Luis Menaldi, Maurice Robin
    Pages 309-322

About these proceedings

Keywords

Branching process Brownian motion Drift Gaussian process Markov Markov process Martingale Normal Sobolev space Variance control filtering operator partial differential equation statistics

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0005053
  • Copyright Information Springer-Verlag 1985
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-15176-0
  • Online ISBN 978-3-540-39253-8
  • Series Print ISSN 0170-8643
  • Series Online ISSN 1610-7411
  • Buy this book on publisher's site
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