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portada stochastic differential systems: proceedings of the 4th bad honnef conference, june, 20-24, 1988
Type
Physical Book
Publisher
Year
1989
Language
English
Pages
347
Format
Paperback
Dimensions
24.4 x 17.0 x 1.9 cm
Weight
0.57 kg.
ISBN
3540512993
ISBN13
9783540512998

stochastic differential systems: proceedings of the 4th bad honnef conference, june, 20-24, 1988

Norbert Christopeit (Illustrated by) · Kurt Helmes (Illustrated by) · Michael Kohlmann (Illustrated by) · Springer · Paperback

stochastic differential systems: proceedings of the 4th bad honnef conference, june, 20-24, 1988 - Christopeit, Norbert ; Helmes, Kurt ; Kohlmann, Michael

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Synopsis "stochastic differential systems: proceedings of the 4th bad honnef conference, june, 20-24, 1988"

The 4th Bad Honnef Conference on Stochastic Differential Systems highlighted recent advances in the areas of stochastic control and filtering theory as well as stochastic analysis. Special emphasis was put on the use of adaptive methods in stochastic systems analysis and on the theory of random fields, both very active fields of current research. There were six survey lectures, two of them on adaptive control of linear stochastic systems (Kumar, Lai), two on problems in stochastic analysis and random fields, (Surgailis, Wong) and one on singular perturbations in nonlinear filtering (Bensoussan). In addition, 37 research papers pertaining to the main topics of the conference were presented.

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