Name: Stochastic Differential Systems
ISBN: 978-3-540-39253-8

Editors:

M. Metivier,
E. Pardoux

M. Metivier

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E. Pardoux

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

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Table of contents (33 papers)

Front Matter

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Hypoellipticite des equations aux derivees partielles stochastiques a coefficients aleatoires
- M. Chaleyat-Maurel
Pages 1-13
Stationary distributions for ∞-dimensional linear equations with general noise
- Anna Chojnowska-Michalik
Pages 14-24
Non-linear evolution equations and functionnals of measure-valued branching processes
- Nicole el Karoui
Pages 25-34
DNA disribution as a measure valued process
- A. Gerardi, G. Nappo
Pages 35-42
Weak solutions of stochastic evolution equations
- B. Grigelionis, R. Mikulevicius
Pages 43-54
Stability of parabolic equations with boundary and pointwise noise
- Akira Ichikawa
Pages 55-66
Stochastic partial differential equations and renormalization theory (stochastic quantization)
- G. Jona-Lasinio, P. K. Mitter
Pages 67-70
On the regularity of the solutions of stochastic partial differential equations
- A. S. Ustunel
Pages 71-75
Asymptotic analysis of multilevel stochastic systems
- Donald A. Dawson
Pages 77-90
Space scaling limit theorems for infinite particle branching brownian motions with immigration
- Luis G. Gorostiza
Pages 91-99
An invariance principle for martingales with values in sobolev spaces
- Michel Metivier
Pages 100-107
Large deviations for stationary Gaussian processes
- M. D. Donsker, S. R. S. Varadhan
Pages 108-112
Asymptotic expansion of the Lyapunov exponent and the rotation number for the schrödinger operator with random potential
- Volker Wihstutz
Pages 113-120
Homogeneization for equations with random coefficients
- V. V. Yurinskii
Pages 121-128
A nice discretization for stochastic line integrals
- J. M. C. Clark
Pages 129-142
On one-dimensional stochastic differential equations with generalized drift
- H. J. Engelbert, W. Schmidt
Pages 143-155
An entropy approach to the time reversal of diffusion processes
- H. Föllmer
Pages 156-163
On the drift of a reversed diffusion
- U. G. Haussmann
Pages 164-175
Time reversal of diffusion processes
- U. G. Haussmann, E. Pardoux
Pages 176-182

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
Book Subtitle: Filtering and Control 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
DOI: https://doi.org/10.1007/BFb0005053
Publisher: Springer Berlin, Heidelberg
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1985
Softcover ISBN: 978-3-540-15176-0Published: 01 April 1985
eBook ISBN: 978-3-540-39253-8Published: 05 October 2005
Series ISSN: 0170-8643
Series E-ISSN: 1610-7411
Edition Number: 1
Number of Pages: VIII, 325
Number of Illustrations: 1 b/w illustrations
Topics: Probability Theory, Control, Robotics, Automation, Mathematical and Computational Engineering Applications

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Table of contents (33 papers)

Front Matter

Keywords

Bibliographic Information

Buying options