Mathematical Programming Studies

Stochastic Systems: Modeling, Identification and Optimization I

Editors: Wets, Roger J.-B. (Ed.)

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Table of contents (17 chapters)

  • Extension of Clark’s innovations equivalence theorem to the case of signal z . independent of noise, with ∫0t z s2ds<∞ a.s.

    Beneš, V. E.

    Pages 2-7

  • Parametrically stochastic linear differential equations

    Brockett, Roger W.

    Pages 8-21

  • Entrance-exit distributions for Markov additive processes

    Çinlar, Erhan

    Pages 22-38

  • Martingales of a jump process and absolutely continuous changes of measure

    Elliott, Robert J.

    Pages 39-52

  • Analysis of Brownian functionals

    Hida, Takeyuki

    Pages 53-59

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eBook  
  • ISBN 978-3-642-00784-2
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Systems: Modeling, Identification and Optimization I
Editors
  • Roger J.-B. Wets
Series Title
Mathematical Programming Studies
Series Volume
5
Copyright
1976
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-642-00784-2
DOI
10.1007/BFb0120758
Series ISSN
0303-3929
Edition Number
1
Number of Pages
244
Topics