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Table of contents

  1. Front Matter
  2. M. Alario-Nazaret, J. P. Lepeltier, B. Marchal
    Pages 23-32
  3. M. P. Ershov, Kl. Gooßen
    Pages 73-84
  4. Avner Friedman
    Pages 85-93
  5. Eugene Wong, Moshe Zakai
    Pages 135-143
  6. J. Zabczyk
    Pages 144-154
  7. V. E. Beneš
    Pages 155-161
  8. Robert J. Elliott
    Pages 168-178
  9. Giovanni B. Di Masi, Wolfgang J. Runggaldier
    Pages 179-186
  10. A. Bensoussan
    Pages 215-228
  11. R. Boel, M. Kohlmann
    Pages 229-250
  12. N. El Karoui, J. P. Lepeltier, B. Marchal
    Pages 294-301
  13. Ioannis Karatzas
    Pages 312-319
  14. Stanley R. Pliska
    Pages 329-337
  15. H. Pragarauskas
    Pages 338-344
  16. Raymond Rishel
    Pages 345-353

About these proceedings

Keywords

Filterung Regelung Stochastische Differentialgleichung Stochastische Regelung Systems Tracking control filtering optimal control stochastic processe stochastisches System

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0044282
  • Copyright Information Springer-Verlag 1982
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-12061-2
  • Online ISBN 978-3-540-39518-8
  • Series Print ISSN 0170-8643
  • Series Online ISSN 1610-7411
  • Buy this book on publisher's site