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Record Nr. |
UNISA996466757303316 |
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Titolo |
Measure theory applications to stochastic analysis : proceedings, Oberwolfach Conference, Germany, July 3-9, 1977 / / edited by G. Kallianpur and D. Kölzow |
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Pubbl/distr/stampa |
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Berlin ; ; Heidelberg ; ; New York : , : Springer-Verlag, , [1978] |
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©1978 |
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ISBN |
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Edizione |
[1st ed. 1978.] |
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Descrizione fisica |
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1 online resource (XIV, 266 p.) |
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Collana |
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Lecture notes in mathematics ; ; 695 |
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Classificazione |
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Disciplina |
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Soggetti |
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Stochastic analysis |
Measure theory |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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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 |
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