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Table of contents

  1. Front Matter
  2. D. A. Dawson, J. Gärtner
    Pages 1-10
  3. G. Kallianpur, H. Korezlioglu
    Pages 61-69
  4. J. vom Scheidt, B. Fellenberg
    Pages 99-108
  5. Ludwig Arnold, Wolfgang Kliemann
    Pages 115-151
  6. H. Langer, W. Schenk
    Pages 156-163
  7. R. Mikulevičius
    Pages 176-186
  8. W. Smoleński, R. Sztencel, J. Zabczyk
    Pages 218-231
  9. H. Becher
    Pages 245-252
  10. J. P. Lepeltier, E. Etourneau
    Pages 310-315
  11. Kurt Helmes, Bruno Remillard, Radu Theodorescu
    Pages 338-345
  12. F. Liese
    Pages 356-362
  13. D. Nualart, E. Pardoux
    Pages 363-372

About these proceedings

Introduction

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.

Keywords

Drift Markov calculus chaos control control theory differential games entropy filtering numerical methods operator optimal control partial differential equation stability stochastic processe

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0038914
  • Copyright Information Springer-Verlag 1987
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-18010-4
  • Online ISBN 978-3-540-47245-2
  • Series Print ISSN 0170-8643
  • Series Online ISSN 1610-7411
  • Buy this book on publisher's site