Lecture Notes in Control and Information Sciences

Stochastic Differential Systems

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

Editors: Arato, M., Vermes, D., Balakrishnan, A.V. (Eds.)

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Table of contents (26 chapters)

Table of contents (26 chapters)
  • On optimal stopping times in operating systems

    Pages 1-12

    Arató, M.

  • Semimartingales defined on markov processes

    Pages 13-24

    Cinlar, E. (et al.)

  • The expected value of perfect information in the optimal evolution of stochastic systems

    Pages 25-40

    Dempster, M. A. H.

  • Some problems of large deviations

    Pages 41-46

    Donsker, M. D. (et al.)

  • On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations

    Pages 47-55

    Engelbert, H. J. (et al.)

Buy this book

eBook $84.99
price for USA (gross)
  • The eBook version of this title will be available soon
  • ISBN 978-3-540-38564-6
  • 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
  • ISBN 978-3-540-11038-5
  • Free shipping for individuals worldwide
  • 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 3rd IFIP-WG 7/1 Working Conference Visegrád, Hungary, Sept. 15–20, 1980
Editors
  • M. Arato
  • D. Vermes
  • A.V. Balakrishnan
Series Title
Lecture Notes in Control and Information Sciences
Series Volume
36
Copyright
1981
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-38564-6
DOI
10.1007/BFb0006401
Softcover ISBN
978-3-540-11038-5
Series ISSN
0170-8643
Edition Number
1
Number of Pages
VI, 251
Number of Illustrations
3 b/w illustrations
Topics