ENGLISH

Stochastic Differential Systems: Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986

By D. A. Dawson , J. Gärtner (auth.) , Hans Jürgen Engelbert , Wolfgang Schmidt (eds.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
1987
ISBN
978-3-540-18010-4, 978-3-540-47245-2
DOI
10.1007/BFb0038914
Language
english
Format
PDF
Filesize
6 MB (5858233 bytes)
Series
Lecture Notes in Control and Information Sciences 96
Edition
1
Pages
385\391
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Control Engineering;Appl.Mathematics/ComputationalControl;Calculus of Variations and Optimal Control

Description

The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line of previous conferences in Kyoto (1976), Vilnjus (1978), Visegrad (1980), and Marseille-Luminy (1984) and focuses on topics of present research in the field of stochastic differential systems. Particular emphasis is laid on infinite-dimensional stochastic problems and random fields, especially on stochastic partial differential equations. The volume includes contributions to the study of stochastic equations and diffusion and their approximation, large deviations and stability of perturbed systems, stochastic control theory and filtering. There are also contributions to the study of some special problems in martingale theory and stochastic calculus. This volume is of special interest to researchers in stochastic processes, random fields, and control theory.

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