© 1987

Stochastic Differential Systems

Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986

  • Editors
  • Hans Jürgen Engelbert
  • Wolfgang Schmidt
Conference proceedings

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 96)

Table of contents

  1. Front Matter
  2. D. A. Dawson, J. Gärtner
    Pages 1-10
  3. G. Kallianpur, H. Korezlioglu
    Pages 61-69
  4. J. vom Scheidt, B. Fellenberg
    Pages 99-108
  5. Ludwig Arnold, Wolfgang Kliemann
    Pages 115-151
  6. H. Langer, W. Schenk
    Pages 156-163
  7. R. Mikulevičius
    Pages 176-186

About these proceedings


The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line of previous conferences in Kyoto (1976), Vilnjus (1978), Visegrad (1980), and Marseille-Luminy (1984) and focuses on topics of present research in the field of stochastic differential systems. Particular emphasis is laid on infinite-dimensional stochastic problems and random fields, especially on stochastic partial differential equations. The volume includes contributions to the study of stochastic equations and diffusion and their approximation, large deviations and stability of perturbed systems, stochastic control theory and filtering. There are also contributions to the study of some special problems in martingale theory and stochastic calculus. This volume is of special interest to researchers in stochastic processes, random fields, and control theory.


Drift Markov calculus chaos control control theory differential games entropy filtering numerical methods operator optimal control partial differential equation stability stochastic processe

Bibliographic information

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