Markov processes and control theory / Heinz Langer and Volker Nollau.

Format:

Book

Author/Creator:

Langer, Heinz, author.

Nollau, Volker, author.

Series:

Mathematical Research : Mathematische Forschung ; 54

Language:

English

Subjects (All):

Markov processes.

Physical Description:

1 online resource (229 pages)

Edition:

Reprint 2022.

Place of Publication:

Berlin : Akademie Verlag, [1989]

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

Notes:

Description based on: online resource; title from PDF information screen (De Gruyter, viewed December 6, 2022).

ISBN:

3-11-262024-0