Measure Theory Applications to Stochastic Analysis [electronic resource] : Proceedings, Oberwolfach Conference, Germany, July 3–9, 1977 / edited by G. Kallianpur, D. Kölzow.
Material type: TextSeries: Lecture Notes in Mathematics ; 695Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 1978Description: XIV, 266 p. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9783540355564Subject(s): Mathematics | Mathematics | Mathematics, generalAdditional physical formats: Printed edition:: No titleDDC classification: 510 LOC classification: QA1-939Online resources: Click here to access onlineCurrent library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
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IMSc Library | IMSc Library | Link to resource | Available | EBK128 |
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.
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