Stochastic differential systems : filtering and control : proceedings of the IFIP-WG 7/1 working conference, Marseille-Luminy, France, March 12-17, 1984
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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
（Lecture notes in control and information sciences, 69）
Springer-Verlag, c1985
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Science and Technology Library, Kyushu University
: gw007.08/L 49/(69)068252186002553,
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
C-P||Marseille-Luminy||1984.385033337
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
dc19:510/l4972021261184
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Description and Table of Contents
Table of Contents
Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires.- Stationary distributions for ?-dimensional linear equations with general noise.- Non-linear evolution equations and functionnals of measure-valued branching processes.- DNA disribution as a measure valued process.- Weak solutions of stochastic evolution equations.- Stability of parabolic equations with boundary and pointwise noise.- Stochastic partial differential equations and renormalization theory (stochastic quantization).- On the regularity of the solutions of stochastic partial differential equations.- Asymptotic analysis of multilevel stochastic systems.- Space scaling limit theorems for infinite particle branching brownian motions with immigration.- An invariance principle for martingales with values in sobolev spaces.- Large deviations for stationary Gaussian processes.- Asymptotic expansion of the Lyapunov exponent and the rotation number for the schroedinger operator with random potential.- Homogeneization for equations with random coefficients.- A nice discretization for stochastic line integrals.- On one-dimensional stochastic differential equations with generalized drift.- An entropy approach to the time reversal of diffusion processes.- On the drift of a reversed diffusion.- Time reversal of diffusion processes.- Divergence, convergence and moments of some integral functionals of diffusions.- On first exit times of diffusions.- Smoothing for a finite state Markov process.- Some remarks on gaussian solutions and explicit filtering formulae.- White noise theory of filtering-some robustness and consistency results.- A martingale problem for conditional distributions and uniqueness for the nonlinear filtering equations.- Continuous versions of the conditional statistics of nonlinear filtering.- Homogenization of bellman equations.- Partially observed stochastic controls based on a cumulative digital read out of the observations.- Some results on bellman equation in Hilbert spaces and applications to infinite dimensional control problems.- A PDE approach to asymptotic estimates for optimal exit probabilities.- Optimal stochastic control with state constraints.- On impulse control with partial observation.- Construction and control of reflected diffusion with jumps.
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