{"product_id":"stochastic-differential-systems-proceedings-of-the-3rd-bad-honnef-conference-june-3-7-1985-von-norbert-christopeit-kurt-helmes-michael-kohlmann-hrsg","title":"Stochastic Differential Systems","description":"\u003cp\u003eSome points of interaction between stochastic analysis and quantum theory.- On a class of stochastic differential equations which do not satisfy Lipschitz conditions.- Current results and issues in stochastic control.- A method for constructing ?- optimal controls in problems with partial observation of the state.- Overload control for SPC telephone exchanges ¿ refined models and stochastic control.- Stochastic maximum principle in the problem of optimal absolutely continuous change of measure.- Asymptotic Properties of Least-Squares Estimators in Semimartingale Regression Models.- A solution to the partially observed control problem of linear systems, with non-quadratic cost.- Stationary control of brownian motion in several dimensions.- Control of piecewise-deterministic processes via discrete-time dynamic programming.- Reverse time smoothing for point process observations.- A finitely additive version of Poincare's recurrence theorem.- Girsanov and Feynmann-Kac formulas in the discrete stochastic mechanics.- Existence of optimal markovian controls for degenerate diffusions.- On Levy's area process.- Central limit theorems and random currents.- On girsanov solutions of infinite dimensional SDEs.- Explicit solution of a general consumption\/investment problem.- Viscosity solutions in partially observed control.- On necessary and sufficient conditions for the convergence to quasicontinuous semimartingales.- Limit theorems for stochastic differential equations and stochastic flows of diffeomorphisms.- Weak convergence and approximations for partial differential equations with random process coefficients.- Optimal control of reflected diffusion processes : An example of state constraints.- Asymptotic ordering of probability distributions for linear controlled systems with quadratic cost.- Adaptive tracking of dynamic airborne vehicles based on (flir) image plane intensity data.- Wide band limit of Lyapounov exponents.- Filtering with observations on a Riemannian symmetric space.- To the theory of the generalized diffusion.- The linear operator-valued stochastic equations.- Stochastic calculus of variations revisited.- Stability under small perturbations.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783540162285\"\u003e\u003ch3\u003eProceedings of the 3rd Bad Honnef Conference June 3–7, 1985\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783540162285","offer_id":39436087754845,"sku":"9783540162285","price":53.49,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/cdea4e9a-3e0f-488c-98b3-473dfc214b8b.jpg?v=1780114599","url":"https:\/\/shop.autorenwelt.de\/products\/stochastic-differential-systems-proceedings-of-the-3rd-bad-honnef-conference-june-3-7-1985-von-norbert-christopeit-kurt-helmes-michael-kohlmann-hrsg","provider":"Autorenwelt Shop","version":"1.0","type":"link"}