Measure theory applications to stochastic analysis : proceedings, Oberwolfach Conference, Germany, July 3-9, 1977

Author(s)

• Kölzow, Dietrich
• Conference on Measure Theory
• Kallianpur, G.

Bibliographic Information

Measure theory applications to stochastic analysis : proceedings, Oberwolfach Conference, Germany, July 3-9, 1977

edited by G. Kallianpur and D. Kölzow

（Lecture notes in mathematics, 695）

Springer-Verlag, 1978

• : Berlin
• : New York

Note

English or French

Contributions to the Conference on Measure Theory, held at the Research Institute for Mathematics at Oberwolfach, from July 3 to July 9, 1977

Includes bibliographical references

Description and Table of Contents

Table of Contents

Arret optimal previsible.- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering.- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales.- Nonlinear semigroups in the control of partially-observable stochastic systems.- Optimal control of stochastic systems in a sphere bundle.- Optimal filtering of infinite-dimensional stationary signals.- On the theory of markovian representation.- Likelihood ratios with gauss measure noise models.- Realizing a weak solution on a probability space.- A class of measure-valued markov processes.- Diffusion operators in population genetics and convergence of Markov chains.- Equivalence problem on gaussian N-ple markov processes with multiplicity N.- Note on freidlin-wentzell type estimates for stochastic processes.- White noise and Levy's functional analysis.- Gaussian processes: Nonlinear analysis and stochastic calculus.- Commutative wick algebras II. Square integrable martingale algebras and Ito algebras.- On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory.- On subordination of decomposable fields.- On the stability and growth of real noise parameter-excited linear systems.- On the integration of sequences of moments' equations in the stability theory of stochastic systems.- Representation theorems for operators and measures on abstract wiener spaces.- An example on tail fields.- On the construction of least favourable distributions.

by "Nielsen BookData"

Details

• NCID: BA03469184
• ISBN:
  • 3540090983
  • 0387090983
• LCCN: 81464294
• Country Code: gw
• Title Language Code: eng
• Text Language Code: engfre
• Place of Publication: Berlin ; New York
• Pages/Volumes: xii, 261 p.
• Size: 25 cm
• Classification:
  • LCC : QA3
  • LCC : QA274.2
  • DC19 : 510 s
  • DC19 : 519.2
• Subject Headings:
  • LCSH : Stochastic analysis -- Congresses
  • LCSH : Measure theory -- Congresses
• Parent Bibliography ID:
  • BA00146586