Editors:

G. Kallianpur,
D. Kölzow

G. Kallianpur

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D. Kölzow

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Part of the book series: Lecture Notes in Mathematics (LNM, volume 695)

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Table of contents (23 papers)

Front Matter

Pages I-XII

PDF
Arret optimal previsible
- Nicole El Karoui
Pages 1-11
Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering
- Michel Metivier
Pages 13-25
Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales
- Marc Yor
Pages 27-36
Nonlinear semigroups in the control of partially-observable stochastic systems
- M. H. A. Davis
Pages 37-49
Optimal control of stochastic systems in a sphere bundle
- T. E. Duncan
Pages 51-61
Optimal filtering of infinite-dimensional stationary signals
- F. Graef
Pages 63-75
On the theory of markovian representation
- G. Ruckebusch
Pages 77-87
Likelihood ratios with gauss measure noise models
- A. V. Balakrishnan
Pages 89-100
Realizing a weak solution on a probability space
- V. E. Beneš
Pages 101-113
A class of measure-valued markov processes
- A. Bose, D. Dawson
Pages 115-125
Diffusion operators in population genetics and convergence of Markov chains
- Ken-iti Sato
Pages 127-137
Equivalence problem on gaussian N-ple markov processes with multiplicity N
- Masuyuki Hitsuda
Pages 139-143
Note on freidlin-wentzell type estimates for stochastic processes
- Hiroshi Oodaira
Pages 145-153
White noise and Lévy's functional analysis
- Takeyuki Hida
Pages 155-163
Gaussian processes: Nonlinear analysis and stochastic calculus
- Steel T. Huang, Stamatis Cambanis
Pages 165-177
Commutative wick algebras II. Square integrable martingale algebras and Ito algebras
- W. Słowikowski
Pages 179-191
On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory
- Wolfgang Hackenbroch
Pages 193-206
On subordination of decomposable fields
- V. Mandrekar
Pages 207-210
On the stability and growth of real noise parameter-excited linear systems
- L. Arnold, V. Wihstutz
Pages 211-227

Keywords

Bibliographic Information

Book Title: Measure Theory. Applications to Stochastic Analysis
Book Subtitle: Proceedings, Oberwolfach Conference, Germany, July 3-9, 1977
Editors: G. Kallianpur, D. Kölzow
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/BFb0062649
Publisher: Springer Berlin, Heidelberg
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1978
Softcover ISBN: 978-3-540-09098-4Published: 05 December 1978
eBook ISBN: 978-3-540-35556-4Published: 15 November 2006
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 1
Number of Pages: XIV, 266
Topics: Mathematics, general

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Table of contents (23 papers)

Front Matter

Keywords

Bibliographic Information

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