Measure Theory. Applications to Stochastic Analysis
Springer Berlin (Verlag)
9783540090984 (ISBN)
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 Lévy'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.
| Erscheint lt. Verlag | 5.12.1978 |
|---|---|
| Reihe/Serie | Lecture Notes in Mathematics |
| Zusatzinfo | XIV, 266 p. |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Gewicht | 399 g |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Allgemeines / Lexika |
| Schlagworte | abstract Wiener space • Gaussian process • Markov Chain • Markov process • Martingale • Mass (Math.) • Stochastic Calculus • Stochastic process • Stochastic Processes • Stochastische Differentialgleichung • Stochastischer Prozess • Stochastisches Integral |
| ISBN-13 | 9783540090984 / 9783540090984 |
| Zustand | Neuware |
| Informationen gemäß Produktsicherheitsverordnung (GPSR) | |
| Haben Sie eine Frage zum Produkt? |
aus dem Bereich
