Measure Theory. Applications to Stochastic Analysis : Proceedings, Oberwolfach Conference, Germany, July 3-9, 1977. 1st ed. 1978

種類:

電子ブック

責任表示:

edited by G. Kallianpur, D. Kölzow

出版情報:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1978

著者名:

• Kallianpur, G.
• Kölzow, D.
• SpringerLink (Online service)

シリーズ名:

Lecture Notes in Mathematics ; 695

ISBN:

9783540355564 [3540355561]    

注記:

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 algeb

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