Ebook: Stochastic Differential Systems: Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15–20, 1980

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Content:
Front Matter....Pages -
On optimal stopping times in operating systems....Pages 1-12
Semimartingales defined on markov processes....Pages 13-24
The expected value of perfect information in the optimal evolution of stochastic systems....Pages 25-40
Some problems of large deviations....Pages 41-46
On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations....Pages 47-55
Point processes and system lifetimes....Pages 56-60
On weak convergence of semimartingales and point processes....Pages 61-68
Ito formula in banach spaces....Pages 69-73
General theorems of filtering with point process observations....Pages 74-78
Existence of partially observable stochastic optimal controls....Pages 79-84
On the generalization of the fefferman-garsia inequality....Pages 85-97
Some remarks on the purely nondeterministic property of second order random fields....Pages 98-109
The H?lder continuity of hilbert space valued stochastic integrals with an application to SPDE....Pages 110-116
On the first integrals and liouville equations for diffusion processes....Pages 117-125
An averaging method for the analysis of adaptive systems with small adjustment rate....Pages 126-137
A-spaces associated with processes. Application to stochastic equations....Pages 138-145
A martingale approach to first passage problems and a new condition for Wald's identity....Pages 146-156
A taylor formula for semimartingales solving a stochastic equation....Pages 157-164
On optimal sensor location in stochastic differential systems and in their deterministic analogues....Pages 165-174
On first order singular bellman equation....Pages 175-188
A limit theorem of solutions of stochastic boundary-initial-value problems....Pages 189-201
Stochastic integration with respect to multiparameter Gaussian processes....Pages 202-211
On L2 and non-L2 multiple stochastic integration....Pages 212-226
Optimal stochastic control under reliability constraints....Pages 227-234
On controlled semi-markov processes with average reward criterion....Pages 235-238
Likelihood ratios and kalman filtering for random fields....Pages 239-250

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Content:
Front Matter....Pages -
On optimal stopping times in operating systems....Pages 1-12
Semimartingales defined on markov processes....Pages 13-24
The expected value of perfect information in the optimal evolution of stochastic systems....Pages 25-40
Some problems of large deviations....Pages 41-46
On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations....Pages 47-55
Point processes and system lifetimes....Pages 56-60
On weak convergence of semimartingales and point processes....Pages 61-68
Ito formula in banach spaces....Pages 69-73
General theorems of filtering with point process observations....Pages 74-78
Existence of partially observable stochastic optimal controls....Pages 79-84
On the generalization of the fefferman-garsia inequality....Pages 85-97
Some remarks on the purely nondeterministic property of second order random fields....Pages 98-109
The H?lder continuity of hilbert space valued stochastic integrals with an application to SPDE....Pages 110-116
On the first integrals and liouville equations for diffusion processes....Pages 117-125
An averaging method for the analysis of adaptive systems with small adjustment rate....Pages 126-137
A-spaces associated with processes. Application to stochastic equations....Pages 138-145
A martingale approach to first passage problems and a new condition for Wald's identity....Pages 146-156
A taylor formula for semimartingales solving a stochastic equation....Pages 157-164
On optimal sensor location in stochastic differential systems and in their deterministic analogues....Pages 165-174
On first order singular bellman equation....Pages 175-188
A limit theorem of solutions of stochastic boundary-initial-value problems....Pages 189-201
Stochastic integration with respect to multiparameter Gaussian processes....Pages 202-211
On L2 and non-L2 multiple stochastic integration....Pages 212-226
Optimal stochastic control under reliability constraints....Pages 227-234
On controlled semi-markov processes with average reward criterion....Pages 235-238
Likelihood ratios and kalman filtering for random fields....Pages 239-250
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