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Stochastic Differential Systems
Proceedings of the 4th Bad Honnef Conference, June, 20-24,1988, Lecture Notes in Control and Information Sciences 126
ISBN/EAN: 9783540512998
Umbreit-Nr.: 5744330
Sprache:
Englisch
Umfang: ix, 347 S., 4 s/w Illustr., 347 p. 4 illus.
Format in cm:
Einband:
kartoniertes Buch
Erschienen am 27.10.1989
Auflage: 1/1989
- Zusatztext
- InhaltsangabeSome results on Newton equation with an additional stochastic force.- On dirichlet forms on topological vector spaces: Existence and maximality.- Nowhere Radon smooth measures, perturbations of Dirichlet forms and singular quadratic forms.- A generalization of Ito's formula.- General functional limit theorems for semimartingales.- Nonlinear filtering for dynamic systems with singular perturbations.- On recursive adaptive filtering: Linear case.- On the smooth fit boundary conditions in the optimal stopping problem for semimertingales.- Order determination and adaptive control of ARX models using the PLS criterion.- Adaptive control of some partially observed linear stochastic systems.- The adjoint process in stochastic optimal control.- Integration by parts and the Malliavin calculus.- Pathwise stability of random differential equations and the solution of an adaptive control related problem.- Stochastic analysis of intertemporal economic issues.- OLS-Estimation and rationality in linear models with forecast feedback.- Invariance of cones and comparison results for some classes of diffusion processes.- Performance and robustness in adaptive control of linear stochastic systems.- Singular perturbations for stochastic control.- Extended stochastic lyapunov functions and recursive algorithms in linear stochastic systems.- Consistency sets of least squares estimates in stochastic regression models.- Consistency of estimators in controlled systems.- Stochastic controllability and stochastic Lyapunov functions with applications to adaptive and nonlinear systems.- A simple stochastic growth model for filamentary current structures in semiconductor systems.- The rate of convergence and the asymptotic normality of an estimator in a controlled investment model with time-varying parameters.- On invariant measures of filtering processes.- Polygonal fields: A new class of markov fields on the plane.- Strictly stationary processes with the linear prediction property.- Multiparameter martingale and Markov process.- Limit theorems for storage process with the domain of attraction of a stable law.