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Stochastic Differential Systems

Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986
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Description

The Fifth IFIP Working Conference on Stochastic Differential Systems continues the traditional line of previous conferences in Kyoto (1976), Vilnjus (1978), Visegrad (1980), and Marseille-Luminy (1984) and focuses on topics of present research in the field of stochastic differential systems. Particular emphasis is laid on infinite-dimensional stochastic problems and random fields, especially on stochastic partial differential equations. The volume includes contributions to the study of stochastic equations and diffusion and their approximation, large deviations and stability of perturbed systems, stochastic control theory and filtering. There are also contributions to the study of some special problems in martingale theory and stochastic calculus. This volume is of special interest to researchers in stochastic processes, random fields, and control theory.
Release date NZ
July 31st, 1987
Audience
  • Professional & Vocational
Contributors
  • Edited by Hans Jurgen Engelbert
  • Edited by Wolfgang Schmidt
Illustrations
3 Illustrations, black and white; XII, 385 p. 3 illus.
Pages
385
Dimensions
170x244x21
ISBN-13
9783540180104
Product ID
6121559

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