Proceedings of the International Symposium on Stochastic Differential Equations: Kyoto, 1976
Gespeichert in:
| Körperschaft: | |
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| Weitere Verfasser: | |
| Format: | Tagungsbericht Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Wiley
[1978]
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| Schriftenreihe: | A Wiley-Interscience publication
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | xxx, 507 Seiten |
| ISBN: | 0471053759 |
Internformat
MARC
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Datensatz im Suchindex
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CONTENTS
Preface
K. Ito S. Watanabe Introduction to Stochastic Differential Equa¬
tions
1 Stochastic Integrals
2 Stochastic Differentials
3 Stochastic Differential Equations
4 Several Topics related to Stochastic Differential Equations
a) The Martingale Problem of Stroock Varadhan. b) The
Support Theorem of Stroock Varadhan. c) Stochastic
Differential Equations on the Closed Half Space, d)
Stochastic Parallel Displacement, e) Lifted Diffusions of
Malliavin. f) Probabilistic Approach of Harmonic Forms,
g) Transformations by Drifts (Girsanov's Theorem), h)
Stochastic Stability, i) Stochastic Control, j) Stochastic
Filtering, k) Stochastic Differential Equations related to
Non linear Heat Equations.
A. V. Balakrishnan — A White Noise Version of the Girsanov
Formula 1
A. Bensoussan, J. L. Lions G. Papanicolaou — Boundary
Layer Analysis in Homogeneization of Diffusion Equations
with Dirichlet Conditions in the Half Space 21
M. D. Donsker S. R. S. Varadhan — On the Principal Eigen¬
value of Elliptic Second Order Differential Operators 41
Avner Friedman — Quality Control and Quasi Variational In¬
equalities 49
Masuyuki Hitsuda Hisao Watanabe — On Stochastic Integrals
with Respect to an Infinite Number of Brownian Motions and
its Applications 57
Nobuyuki Ikeda Shinzo Watanabe — Heat Equation and Diffu¬
sion on Riemannian Manifold with Boundary 75
Kiyosi Ito — Extension of Stochastic Integrals 95
Yu. Kabanov, R. Liptser A. Shiryaev — Necessary and Suffi¬
cient Conditions for Absolute Continuity of Measures Corre¬
sponding to Point (Counting) Processes 111
G. Kallianpur — A Linear Stochastic System with Discontinu¬
ous Control 127
Contents
Norihiko Kazamaki — The Equivalence of Two Conditions on
Weighted Norm Inequalities for Martingales 141
Shin ichi Kotani — On a Growth of Solutions of Second Order
Linear Differential Equations with Random Coefficients 153
Hiroshi Kunita — Supports of Diffusion Processes and Controlla¬
bility Problems 163
Hui Hsiung Kuo — Uhlenbeck Ornstein Process on a Riemann
Wiener Manifold 187
Paul Malliavin — Stochastic Calculus of Variation and Hypo
elliptic Operators 195
Minoru Motoo — Periodic Boundary Problems of the Two
Dimensional Brownian Motion on Upperhalf Plane 265
Shintaro Nakao Yuiti Yamato — Approximation Theorem on
Stochastic Differential Equations 283
Makiko Nisio — On Stochastic Optimal Controls and Envelope of
Markovian Semi Groups 297
Shigeyoshi Ogawa — Remarks on the B shifts of Generalized
Random Processes 327
Sigeru Omatu Takasi Soeda — Estimation Problems for a
Linear Stochastic Differential Equation in Hilbert Space 341
Ken iti Sato — Convergence of a Class of Markov Chains to
Multi dimensional Degenerate Diffusion Processes 367
Akinobu Shimizu — Construction of a Solution of Linear Stochas¬
tic Evolution Equations on a Hilbert Space 385
Yoshifumi Sunahara, Shin'ichi Aihara, Muneshi Koyama
Fumio Kojima — On the Optimal Control for Distributed
Parameter Systems with White Noise Coefficients 397
Hiroshi Tanaka — On the Uniqueness of Markov Process Associ¬
ated with the Boltzmann Equation of Maxwellian Molecules 409
Masaaki Tsuchiya — On the Stochastic Differential Equation for a
Brownian Motion with Oblique Reflection on the Half Plane 427
Shinzo Watanabe — Excursion Point Process of Diffusion and
Stochastic Integral 437
Keigo Yamada — Approximation of Markovian Control Systems
by Discrete Control Policies 463
M. P. Yershov — Localization of Conditions on the Coefficients
of Diffusion Type Equations in Existence Theorems 493 |
| any_adam_object | 1 |
| author2 | Itō, Kiyoshi 1915-2008 |
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| building | Verbundindex |
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| callnumber-subject | QA - Mathematics |
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| dewey-full | 515/.35 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 515 - Analysis |
| dewey-raw | 515/.35 |
| dewey-search | 515/.35 |
| dewey-sort | 3515 235 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Conference Proceeding Book |
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| genre_facet | Konferenzschrift 1976 Kioto |
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| illustrated | Not Illustrated |
| indexdate | 2024-08-10T00:39:04Z |
| institution | BVB |
| institution_GND | (DE-588)809019-1 |
| isbn | 0471053759 |
| language | English |
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| physical | xxx, 507 Seiten |
| publishDate | 1978 |
| publishDateSearch | 1978 |
| publishDateSort | 1978 |
| publisher | Wiley |
| record_format | marc |
| series2 | A Wiley-Interscience publication |
| spelling | International Symposium on Stochastic Differential Equations 1976 Kyōtō Verfasser (DE-588)809019-1 aut Proceedings of the International Symposium on Stochastic Differential Equations Kyoto, 1976 Kiyosi Itô New York [u.a.] Wiley [1978] © 1978 xxx, 507 Seiten txt rdacontent n rdamedia nc rdacarrier A Wiley-Interscience publication Stochastic differential equations Congresses Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1976 Kioto gnd-content Stochastische Differentialgleichung (DE-588)4057621-8 s DE-604 Itō, Kiyoshi 1915-2008 (DE-588)119388073 edt HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001484638&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Proceedings of the International Symposium on Stochastic Differential Equations Kyoto, 1976 Stochastic differential equations Congresses Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4057621-8 (DE-588)1071861417 |
| title | Proceedings of the International Symposium on Stochastic Differential Equations Kyoto, 1976 |
| title_auth | Proceedings of the International Symposium on Stochastic Differential Equations Kyoto, 1976 |
| title_exact_search | Proceedings of the International Symposium on Stochastic Differential Equations Kyoto, 1976 |
| title_full | Proceedings of the International Symposium on Stochastic Differential Equations Kyoto, 1976 Kiyosi Itô |
| title_fullStr | Proceedings of the International Symposium on Stochastic Differential Equations Kyoto, 1976 Kiyosi Itô |
| title_full_unstemmed | Proceedings of the International Symposium on Stochastic Differential Equations Kyoto, 1976 Kiyosi Itô |
| title_short | Proceedings of the International Symposium on Stochastic Differential Equations |
| title_sort | proceedings of the international symposium on stochastic differential equations kyoto 1976 |
| title_sub | Kyoto, 1976 |
| topic | Stochastic differential equations Congresses Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Stochastic differential equations Congresses Stochastische Differentialgleichung Konferenzschrift 1976 Kioto |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001484638&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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