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© 1985

Stochastic Differential Systems Filtering and Control

Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12–17, 1984

  • Editors
  • M. Metivier
  • E. Pardoux
Conference proceedings

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 69)

Table of contents

  1. Front Matter
  2. A. Gerardi, G. Nappo
    Pages 35-42
  3. B. Grigelionis, R. Mikulevicius
    Pages 43-54
  4. M. D. Donsker, S. R. S. Varadhan
    Pages 108-112
  5. U. G. Haussmann
    Pages 164-175
  6. U. G. Haussmann, E. Pardoux
    Pages 176-182

About these proceedings

Keywords

Branching process Brownian motion Drift Gaussian process Markov Markov process Martingale Normal Sobolev space Variance control filtering operator partial differential equation statistics

Bibliographic information

  • Book Title Stochastic Differential Systems Filtering and Control
  • Book Subtitle Proceedings of the IFIP-WG 7/1 Working Conference Marseille-Luminy, France, March 12–17, 1984
  • Editors M. Metivier
    E. Pardoux
  • Series Title Lecture Notes in Control and Information Sciences
  • Series Abbreviated Title Lect Notes Control Inf Sci
  • DOI https://doi.org/10.1007/BFb0005053
  • Copyright Information Springer-Verlag 1985
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-3-540-15176-0
  • eBook ISBN 978-3-540-39253-8
  • Series ISSN 0170-8643
  • Series E-ISSN 1610-7411
  • Edition Number 1
  • Number of Pages VIII, 325
  • Number of Illustrations 1 b/w illustrations, 0 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
    Control, Robotics, Mechatronics
    Mathematical and Computational Engineering
  • Buy this book on publisher's site