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  • Conference proceedings
  • © 1981

Stochastic Differential Systems

Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15–20, 1980

Part of the book series: Lecture Notes in Control and Information Sciences (LNCIS, volume 36)

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Table of contents (26 papers)

  1. Front Matter

  2. Semimartingales defined on markov processes

    • E. Cinlar, J. Jacod
    Pages 13-24
  3. Some problems of large deviations

    • M. D. Donsker, S. R. S. Varadhan
    Pages 41-46
  4. Point processes and system lifetimes

    • P. Greenwood
    Pages 56-60
  5. On weak convergence of semimartingales and point processes

    • B. Grigelionis, R. Mikulevičius
    Pages 61-68
  6. Ito formula in banach spaces

    • I. Gyöngy, N. V. Krylov
    Pages 69-73
  7. On the generalization of the fefferman-garsia inequality

    • S. Ishak, J. Mogyoródi
    Pages 85-97

Bibliographic Information

  • Book Title: Stochastic Differential Systems

  • Book Subtitle: Proceedings of the 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15–20, 1980

  • Editors: M. Arató, D. Vermes, A. V. Balakrishnan

  • Series Title: Lecture Notes in Control and Information Sciences

  • DOI: https://doi.org/10.1007/BFb0006401

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1981

  • Softcover ISBN: 978-3-540-11038-5Published: 01 October 1981

  • eBook ISBN: 978-3-540-38564-6Published: 05 October 2005

  • Series ISSN: 0170-8643

  • Series E-ISSN: 1610-7411

  • Edition Number: 1

  • Number of Pages: VI, 251

  • Number of Illustrations: 3 b/w illustrations

  • Topics: Probability Theory and Stochastic Processes, Control, Robotics, Mechatronics

Buy it now

Buying options

Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access