Stochastic Systems and Optimization: Proceedings of the 6th IFIP WG 7.1. Working Conference, Warsaw, Poland, September 1216, 1988 [Pehme köide]

Some results about two-mode stochastic compartmental models.-
Anticipating linear stochastic differential equations.- Nonlinear filtering
for signal correlated with the noise.- Continuous local martingales: Strong
Markov property, solutions of stochastic equations, and the interplay between
them.- Tracking almost periodic signals under white noise perturbations.-
Variational calculus for Gaussian random fields.- Local uniqueness of Feller
processes with integrodifferential generators.- On general ARMA models and
regularity conditions.- On limit points of a sequence of weak solutions of
one-dimensional stochastic differential equations.- Modelling of random
fatigue accumulation.- Functionals on stochastic processes.- Asymptotic
almost periodic solutions for stochastic differential equations.- Stochastic
integral with respect to a generalized wiener process in a conuclear space.-
Periodic linear equations with general additive noise in hilbert spaces.- Low
and high density reaction-diffusion models.- Equations for the characteristic
functional and moments of the complex stochastic evolutions motivation and
results.- On a class of semilinear stochastic partial differential
equations.- Strong Feller property for semilinear stochastic evolution
equations and applications.- On the macroscopic nonequilibrium dynamics of an
exclusion process.- On large deviations for stochastic evolution equations.-
Approximation of Zakai equation by the splitting up method.- An ergodic
control problem on whole Euclidean space.- On limit control principle for
singularly perturbed Markov processes.- Some solvable stochastic control
problems in symmetric spaces of type IV.- Impulsive control of
piecewise-deterministic processes.- Synthesis of optimal controls.-
Consistent ML estimator fordrift parameters of both ergodic and nonergodic
diffusions.- On adaptive control of continuous time linear stochastic
systems.- A minimax control of linear systems.- On a packing problem.- Qu
adratic control for linear stochastic equations with pathwise cost.