Markov Processes and Control Theory / / hrsg. von Volker Nollau, Heinz Langer.
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Place / Publishing House: | Berlin ;, Boston : : De Gruyter, , [2022] ©1989 |
Year of Publication: | 2022 |
Edition: | Reprint 2022 |
Language: | German |
Series: | Mathematical Research : Mathematische Forschung ;
54 |
Online Access: | |
Physical Description: | 1 online resource (422 p.) |
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Table of Contents:
- Frontmatter
- Foreword
- TABLE OP CONTENTS
- A linear stochastic differential equation with Skorohod integral
- On generalized Schrödinger semigroups
- Representations for solutions of linear functional stochastic differential equations
- On problems with incomplete covariance information
- A prediction problem for a time discrete parabolic Ito equation
- Invariant measures and random walks on the semigroup of matrices
- On Deltamodulators for Gauss-Markov processes: A normal approximation
- A limit theorem for the excursion of quasidiffusions straddling t
- Time reversal of transient gap diffusions
- Asymptotical methods of statistics for semimartingales
- Über ein stochastisches Entscheidungsmodell mit allgemeinen vektorwertigen Ertragsfunktionalen
- Some aspects of vector-valued stochastic dynamic programming
- Die Verbesserung von Strategien beim mehrarmigen Banditen
- The variation diminishing property applied to diffusions
- On stochastic dynamic programming:. A bridge between Markov decision processes and gambling
- Invariant attracting sets of nonlinear stochastic differential equations
- A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps