Measure theory applications to stochastic analysis : proceedings, Oberwolfach Conference, Germany, July 3-9, 1977

edited by G. Kallianpur and D. Kölzow

[目次]

  • Arret optimal previsible.- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering.- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales.- Nonlinear semigroups in the control of partially-observable stochastic systems.- Optimal control of stochastic systems in a sphere bundle.- Optimal filtering of infinite-dimensional stationary signals.- On the theory of markovian representation.- Likelihood ratios with gauss measure noise models.- Realizing a weak solution on a probability space.- A class of measure-valued markov processes.- Diffusion operators in population genetics and convergence of Markov chains.- Equivalence problem on gaussian N-ple markov processes with multiplicity N.- Note on freidlin-wentzell type estimates for stochastic processes.- White noise and Levy's functional analysis.- Gaussian processes: Nonlinear analysis and stochastic calculus.- Commutative wick algebras II. Square integrable martingale algebras and Ito algebras.- On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory.- On subordination of decomposable fields.- On the stability and growth of real noise parameter-excited linear systems.- On the integration of sequences of moments' equations in the stability theory of stochastic systems.- Representation theorems for operators and measures on abstract wiener spaces.- An example on tail fields.- On the construction of least favourable distributions.

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この本の情報

書名 Measure theory applications to stochastic analysis : proceedings, Oberwolfach Conference, Germany, July 3-9, 1977
著作者等 Conference on Measure Theory
Kallianpur, G.
Kölzow, Dietrich
Kolzow D.
シリーズ名 Lecture notes in mathematics
出版元 Springer-Verlag
刊行年月 1978
ページ数 xii, 261 p.
大きさ 25 cm
ISBN 0387090983
3540090983
NCID BA03469184
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言語 フランス語
英語
出版国 ドイツ
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