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Lecture Notes in Control and Information Sciences

Stochastic Differential Systems

Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986

Editors: Engelbert, Hans Jürgen, Schmidt, Wolfgang (Eds.)

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About this book

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.

Table of contents (39 chapters)

Table of contents (39 chapters)

Buy this book

eBook $84.99
price for USA in USD
  • The eBook version of this title will be available soon
  • ISBN 978-3-540-47245-2
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $109.00
price for USA in USD
  • ISBN 978-3-540-18010-4
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Differential Systems
Book Subtitle
Proceedings of the IFIP-WG 7/1 Working Conference Eisenach, GDR, April 6–13, 1986
Editors
  • Hans Jürgen Engelbert
  • Wolfgang Schmidt
Series Title
Lecture Notes in Control and Information Sciences
Series Volume
96
Copyright
1987
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-47245-2
DOI
10.1007/BFb0038914
Softcover ISBN
978-3-540-18010-4
Series ISSN
0170-8643
Edition Number
1
Number of Pages
XII, 385
Number of Illustrations
3 b/w illustrations
Topics

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