Lecture Notes in Mathematics

Measure Theory. Applications to Stochastic Analysis

Proceedings, Oberwolfach Conference, Germany, July 3-9, 1977

Editors: Kallianpur, G., Kölzow, D. (Eds.)

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Table of contents (23 chapters)

Table of contents (23 chapters)
  • Arret optimal previsible

    Karoui, Nicole

    Pages 1-11

  • Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering

    Metivier, Michel

    Pages 13-25

  • Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales

    Yor, Marc

    Pages 27-36

  • Nonlinear semigroups in the control of partially-observable stochastic systems

    Davis, M. H. A.

    Pages 37-49

  • Optimal control of stochastic systems in a sphere bundle

    Duncan, T. E.

    Pages 51-61

Buy this book

eBook $34.99
price for USA in USD (gross)
  • ISBN 978-3-540-35556-4
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $46.00
price for USA in USD
  • ISBN 978-3-540-09098-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

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
Series Volume
695
Copyright
1978
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-35556-4
DOI
10.1007/BFb0062649
Softcover ISBN
978-3-540-09098-4
Series ISSN
0075-8434
Edition Number
1
Number of Pages
XIV, 266
Topics