Stochastic Differential Systems [electronic resource] : Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986 /

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.

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Bibliographic Details
Main Authors: Engelbert, Hans Jürgen. editor., Schmidt, Wolfgang. editor., SpringerLink (Online service)
Format: Texto biblioteca
Language:eng
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 1987
Subjects:Engineering., System theory., Calculus of variations., Mechanics., Applied mathematics., Engineering mathematics., Control engineering., Robotics., Mechatronics., Control, Robotics, Mechatronics., Appl.Mathematics/Computational Methods of Engineering., Systems Theory, Control., Calculus of Variations and Optimal Control; Optimization.,
Online Access:http://dx.doi.org/10.1007/BFb0038914
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