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Optimal control of stochastic systems in a sphere bundle

Stochastic Filtering And Control

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Part of the Lecture Notes in Mathematics book series (LNM,volume 695)

Keywords

  • Brownian Motion
  • Riemannian Manifold
  • Stochastic Differential Equation
  • Stochastic System
  • Orthonormal Frame

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References

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  4. T. E. Duncan, Stochastic systems in Riemannian manifolds, to appear in J. Optimization Th. and Appl.

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  5. I. V. Girsanov, On transforming a certain class of stochastic processes by absolutely continuous substitution of measures, Theor. Probability Appl. 5 (1960), 285–301.

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© 1978 Springer-Verlag

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Duncan, T.E. (1978). Optimal control of stochastic systems in a sphere bundle. In: Kallianpur, G., Kölzow, D. (eds) Measure Theory Applications to Stochastic Analysis. Lecture Notes in Mathematics, vol 695. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0062654

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  • DOI: https://doi.org/10.1007/BFb0062654

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-09098-4

  • Online ISBN: 978-3-540-35556-4

  • eBook Packages: Springer Book Archive