Measure Theory Applications to Stochastic Analysis [electronic resource] : Proceedings, Oberwolfach Conference, Germany, July 3–9, 1977 /

Arret optimal previsible -- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering -- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales -- Nonlinear semigroups in the control of partially-observable stochastic systems -- Optimal control of stochastic systems in a sphere bundle -- Optimal filtering of infinite-dimensional stationary signals -- On the theory of markovian representation -- Likelihood ratios with gauss measure noise models -- Realizing a weak solution on a probability space -- A class of measure-valued markov processes -- Diffusion operators in population genetics and convergence of Markov chains -- Equivalence problem on gaussian N-ple markov processes with multiplicity N -- Note on freidlin-wentzell type estimates for stochastic processes -- White noise and Lévy's functional analysis -- Gaussian processes: Nonlinear analysis and stochastic calculus -- Commutative wick algebras II. Square integrable martingale algebras and Ito algebras -- On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory -- On subordination of decomposable fields -- On the stability and growth of real noise parameter-excited linear systems -- On the integration of sequences of moments' equations in the stability theory of stochastic systems -- Representation theorems for operators and measures on abstract wiener spaces -- An example on tail fields -- On the construction of least favourable distributions.

Bibliographic Details

Main Authors:	Kallianpur, G. editor., Kölzow, D. editor., SpringerLink (Online service)
Format:	Texto biblioteca
Language:	eng
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1978
Subjects:	Mathematics., Mathematics, general.,
Online Access:	http://dx.doi.org/10.1007/BFb0062649
Tags:	Add Tag No Tags, Be the first to tag this record!