Stochastic differential systems: 1 Filtering and control : a function space approach
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
1973
|
| Schriftenreihe: | Lecture notes in economics and mathematical systems
84 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | IV, 252 S. |
| ISBN: | 354006303X 038706303X |
Internformat
MARC
| LEADER | 00000nam a2200000 cc4500 | ||
|---|---|---|---|
| 001 | BV004896182 | ||
| 003 | DE-604 | ||
| 005 | 20130201 | ||
| 007 | t | ||
| 008 | 920526s1973 |||| 10||| eng d | ||
| 020 | |a 354006303X |9 3-540-06303-X | ||
| 020 | |a 038706303X |9 0-387-06303-X | ||
| 035 | |a (OCoLC)263386028 | ||
| 035 | |a (DE-599)BVBBV004896182 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-473 |a DE-739 |a DE-355 |a DE-20 |a DE-19 |a DE-703 |a DE-12 |a DE-11 |a DE-83 |a DE-188 |a DE-210 |a DE-706 | ||
| 084 | |a QH 237 |0 (DE-625)141552: |2 rvk | ||
| 084 | |a 93E05 |2 msc | ||
| 100 | 1 | |a Balakrishnan, Alampallam V. |d 1929- |e Verfasser |0 (DE-588)115804692 |4 aut | |
| 245 | 1 | 0 | |a Stochastic differential systems |n 1 |p Filtering and control : a function space approach |c A. V. Balakrishnan |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 1973 | |
| 300 | |a IV, 252 S. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Lecture notes in economics and mathematical systems |v 84 | |
| 490 | 0 | |a Lecture notes in economics and mathematical systems. |v ... | |
| 650 | 0 | 7 | |a Funktionalanalysis |0 (DE-588)4018916-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Filtertheorie |0 (DE-588)4154392-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Kontrolltheorie |0 (DE-588)4032317-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastische Kontrolltheorie |0 (DE-588)4263657-7 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)1071861417 |a Konferenzschrift |2 gnd-content | |
| 689 | 0 | 0 | |a Stochastische Differentialgleichung |0 (DE-588)4057621-8 |D s |
| 689 | 0 | 1 | |a Filtertheorie |0 (DE-588)4154392-0 |D s |
| 689 | 0 | 2 | |a Kontrolltheorie |0 (DE-588)4032317-1 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Stochastische Kontrolltheorie |0 (DE-588)4263657-7 |D s |
| 689 | 1 | 1 | |a Funktionalanalysis |0 (DE-588)4018916-8 |D s |
| 689 | 1 | |5 DE-604 | |
| 773 | 0 | 8 | |w (DE-604)BV004896181 |g 1 |
| 830 | 0 | |a Lecture notes in economics and mathematical systems |v 84 |w (DE-604)BV000000036 |9 84 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002999279&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 940 | 1 | |q IFKMB0902 | |
| 940 | 1 | |q HUB-ZB011200708 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-002999279 | ||
Datensatz im Suchindex
| _version_ | 1804118980041900032 |
|---|---|
| adam_text | CONTENTS
CHAPTER I: PRELIMINARIES: STOCHASTIC PROCESSES 1
CHAPTER II: LINEAR STOCHASTIC EQUATIONS 11
Inducing Measures on C: The Wiener Measure ... 11
Stochastic Integrals: Linear Case 27
Linear Stochastic Equations 53
CHAPTER III: CONDITIONAL EXPECTATION AND
MARTINGALE THEORY 47
CHAPTER IV: RADON NIKODYM DERIVATIVES WITH
RESPECT TO WIENER MEASURE 69
CHAPTER V: THE ITO INTEGRAL. 86
R N Derivatives Using Ito Integral 97
CHAPTER VI: LINEAR RECURSIVE ESTIMATION 115
Time Invariant Systems: Asymptotic Behavior • • • 144
CHAPTER VII: LINEAR STOCHASTIC CONTROL: .
TIME INVARIANT SYSTEMS 163
Steady State Control: Time Invariant Systems ... 177
Final Value Problems 183
Tracking Problem 184
Differential Games with Imperfect Information . . , 185
CHAPTER VIII: SYSTEM IDENTIFICATION 192
APPENDIX 1 223
APPENDIX II 256
REFERENCES 240
SUPLEMENTARY NOTES 243
|
| any_adam_object | 1 |
| author | Balakrishnan, Alampallam V. 1929- |
| author_GND | (DE-588)115804692 |
| author_facet | Balakrishnan, Alampallam V. 1929- |
| author_role | aut |
| author_sort | Balakrishnan, Alampallam V. 1929- |
| author_variant | a v b av avb |
| building | Verbundindex |
| bvnumber | BV004896182 |
| classification_rvk | QH 237 |
| ctrlnum | (OCoLC)263386028 (DE-599)BVBBV004896182 |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02347nam a2200529 cc4500</leader><controlfield tag="001">BV004896182</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20130201 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">920526s1973 |||| 10||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">354006303X</subfield><subfield code="9">3-540-06303-X</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">038706303X</subfield><subfield code="9">0-387-06303-X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)263386028</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV004896182</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-473</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-20</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-11</subfield><subfield code="a">DE-83</subfield><subfield code="a">DE-188</subfield><subfield code="a">DE-210</subfield><subfield code="a">DE-706</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 237</subfield><subfield code="0">(DE-625)141552:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">93E05</subfield><subfield code="2">msc</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Balakrishnan, Alampallam V.</subfield><subfield code="d">1929-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)115804692</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic differential systems</subfield><subfield code="n">1</subfield><subfield code="p">Filtering and control : a function space approach</subfield><subfield code="c">A. V. Balakrishnan</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Berlin [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">1973</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">IV, 252 S.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="1" ind2=" "><subfield code="a">Lecture notes in economics and mathematical systems</subfield><subfield code="v">84</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Lecture notes in economics and mathematical systems.</subfield><subfield code="v">...</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Funktionalanalysis</subfield><subfield code="0">(DE-588)4018916-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Filtertheorie</subfield><subfield code="0">(DE-588)4154392-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Kontrolltheorie</subfield><subfield code="0">(DE-588)4032317-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Differentialgleichung</subfield><subfield code="0">(DE-588)4057621-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastische Kontrolltheorie</subfield><subfield code="0">(DE-588)4263657-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)1071861417</subfield><subfield code="a">Konferenzschrift</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Stochastische Differentialgleichung</subfield><subfield code="0">(DE-588)4057621-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Filtertheorie</subfield><subfield code="0">(DE-588)4154392-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Kontrolltheorie</subfield><subfield code="0">(DE-588)4032317-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Stochastische Kontrolltheorie</subfield><subfield code="0">(DE-588)4263657-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2="1"><subfield code="a">Funktionalanalysis</subfield><subfield code="0">(DE-588)4018916-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="w">(DE-604)BV004896181</subfield><subfield code="g">1</subfield></datafield><datafield tag="830" ind1=" " ind2="0"><subfield code="a">Lecture notes in economics and mathematical systems</subfield><subfield code="v">84</subfield><subfield code="w">(DE-604)BV000000036</subfield><subfield code="9">84</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002999279&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">IFKMB0902</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">HUB-ZB011200708</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-002999279</subfield></datafield></record></collection> |
| genre | (DE-588)1071861417 Konferenzschrift gnd-content |
| genre_facet | Konferenzschrift |
| id | DE-604.BV004896182 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:18:54Z |
| institution | BVB |
| isbn | 354006303X 038706303X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002999279 |
| oclc_num | 263386028 |
| open_access_boolean | |
| owner | DE-473 DE-BY-UBG DE-739 DE-355 DE-BY-UBR DE-20 DE-19 DE-BY-UBM DE-703 DE-12 DE-11 DE-83 DE-188 DE-210 DE-706 |
| owner_facet | DE-473 DE-BY-UBG DE-739 DE-355 DE-BY-UBR DE-20 DE-19 DE-BY-UBM DE-703 DE-12 DE-11 DE-83 DE-188 DE-210 DE-706 |
| physical | IV, 252 S. |
| psigel | IFKMB0902 HUB-ZB011200708 |
| publishDate | 1973 |
| publishDateSearch | 1973 |
| publishDateSort | 1973 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in economics and mathematical systems |
| series2 | Lecture notes in economics and mathematical systems Lecture notes in economics and mathematical systems. |
| spelling | Balakrishnan, Alampallam V. 1929- Verfasser (DE-588)115804692 aut Stochastic differential systems 1 Filtering and control : a function space approach A. V. Balakrishnan Berlin [u.a.] Springer 1973 IV, 252 S. txt rdacontent n rdamedia nc rdacarrier Lecture notes in economics and mathematical systems 84 Lecture notes in economics and mathematical systems. ... Funktionalanalysis (DE-588)4018916-8 gnd rswk-swf Filtertheorie (DE-588)4154392-0 gnd rswk-swf Kontrolltheorie (DE-588)4032317-1 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Stochastische Kontrolltheorie (DE-588)4263657-7 gnd rswk-swf (DE-588)1071861417 Konferenzschrift gnd-content Stochastische Differentialgleichung (DE-588)4057621-8 s Filtertheorie (DE-588)4154392-0 s Kontrolltheorie (DE-588)4032317-1 s DE-604 Stochastische Kontrolltheorie (DE-588)4263657-7 s Funktionalanalysis (DE-588)4018916-8 s (DE-604)BV004896181 1 Lecture notes in economics and mathematical systems 84 (DE-604)BV000000036 84 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002999279&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Balakrishnan, Alampallam V. 1929- Stochastic differential systems Lecture notes in economics and mathematical systems Funktionalanalysis (DE-588)4018916-8 gnd Filtertheorie (DE-588)4154392-0 gnd Kontrolltheorie (DE-588)4032317-1 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| subject_GND | (DE-588)4018916-8 (DE-588)4154392-0 (DE-588)4032317-1 (DE-588)4057621-8 (DE-588)4263657-7 (DE-588)1071861417 |
| title | Stochastic differential systems |
| title_auth | Stochastic differential systems |
| title_exact_search | Stochastic differential systems |
| title_full | Stochastic differential systems 1 Filtering and control : a function space approach A. V. Balakrishnan |
| title_fullStr | Stochastic differential systems 1 Filtering and control : a function space approach A. V. Balakrishnan |
| title_full_unstemmed | Stochastic differential systems 1 Filtering and control : a function space approach A. V. Balakrishnan |
| title_short | Stochastic differential systems |
| title_sort | stochastic differential systems filtering and control a function space approach |
| topic | Funktionalanalysis (DE-588)4018916-8 gnd Filtertheorie (DE-588)4154392-0 gnd Kontrolltheorie (DE-588)4032317-1 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| topic_facet | Funktionalanalysis Filtertheorie Kontrolltheorie Stochastische Differentialgleichung Stochastische Kontrolltheorie Konferenzschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002999279&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV004896181 (DE-604)BV000000036 |
| work_keys_str_mv | AT balakrishnanalampallamv stochasticdifferentialsystems1 |