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Stochastic Differential Systems

Proceedings of the 4th Bad Honnef Conference, June, 20–24, 1988
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Description

The 4th Bad Honnef Conference on Stochastic Differential Systems highlighted recent advances in the areas of stochastic control and filtering theory as well as stochastic analysis. Special emphasis was put on the use of adaptive methods in stochastic systems analysis and on the theory of random fields, both very active fields of current research. There were six survey lectures, two of them on adaptive control of linear stochastic systems (Kumar, Lai), two on problems in stochastic analysis and random fields, (Surgailis, Wong) and one on singular perturbations in nonlinear filtering (Bensoussan). In addition, 37 research papers pertaining to the main topics of the conference were presented.
Release date NZ
October 27th, 1989
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Contributors
  • Edited by Kurt Helmes
  • Edited by Michael Kohlmann
  • Edited by Norbert Christopeit
Illustrations
4 Illustrations, black and white; IX, 347 p. 4 illus.
Pages
347
Dimensions
170x244x19
ISBN-13
9783540512998
Product ID
14483451

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