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Measure Theory Applications to Stochastic Analysis: Proceedings, Oberwolfach Conference, Germany, July 3–9, 1977 /

Measure Theory Applications to Stochastic Analysis: Proceedings, Oberwolfach Conference, Germany, July 3–9, 1977 /
Catalogue Information
Field name Details
Dewey Class 510
Title Measure Theory Applications to Stochastic Analysis ([EBook]) : Proceedings, Oberwolfach Conference, Germany, July 3–9, 1977 / edited by G. Kallianpur, D. Kölzow.
Added Personal Name Kallianpur, Gopinath
Kölzow, D. (Dietrich)
Other name(s) SpringerLink (Online service)
Publication Berlin, Heidelberg : Springer , 1978.
Physical Details XIV, 266 pages : online resource.
Series Lecture Notes in Mathematics 0075-8434 ; ; 695
ISBN 9783540355564
Contents note 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.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/BFb0062649
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