Stochastic Differential Systems - Lecture Notes in Control and Information Sciences
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A critical measure-valued branching process with infinite asymptotic edensity

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0038917 ◽

2006 ◽

pp. 22-26

Author(s):

Klaus Fleischmann

Keyword(s):

Branching Process ◽

Critical Measure

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Stochastic calculus associated with skorohod's integral

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0038952 ◽

2006 ◽

pp. 363-372 ◽

Author(s):

D. Nualart ◽

E. Pardoux

Keyword(s):

Stochastic Calculus

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A prediction problem for gaussian planar processes which are markovian with respect to increasing and decreasing paths

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0038926 ◽

2006 ◽

pp. 88-98 ◽

Author(s):

Russo Francesco

Keyword(s):

Prediction Problem

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On large deviations and relative entropy of Markov random fields

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0038918 ◽

2006 ◽

pp. 27-32

Author(s):

H. Föllmer

Keyword(s):

Large Deviations ◽

Relative Entropy ◽

Random Fields ◽

Markov Random Fields ◽

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Approximation for infinite-dihensional wiener processes in separable hilbert spaces

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0038925 ◽

2006 ◽

pp. 82-87

Author(s):

M. Richter

Keyword(s):

Hilbert Spaces ◽

Wiener Processes

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An estimation problem for generalized Gaussian processes

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0038916 ◽

2006 ◽

pp. 11-21

Author(s):

Ognian Enchev

Keyword(s):

Gaussian Processes ◽

Estimation Problem

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A stochastic maximum principle

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0038940 ◽

2006 ◽

pp. 245-252

Author(s):

H. Becher

Keyword(s):

Maximum Principle ◽

Stochastic Maximum Principle

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Some examples of the optimal control of diffusions with partial observation and non-gaussian initial condition

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0038945 ◽

2006 ◽

pp. 301-309 ◽

Author(s):

U. G. Haussmann

Keyword(s):

Optimal Control ◽

Initial Condition ◽

Partial Observation ◽

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On the number of crossings of a partli reflecting hyperplane by a multidimensional wiener process

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0038935 ◽

2006 ◽

pp. 194-203 ◽

Author(s):

N. Portenko ◽

S. Yefimenko

Keyword(s):

Wiener Process ◽

Multidimensional Wiener Process

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A problem of non-zero sum stopping game

Stochastic Differential Systems - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0038946 ◽

2006 ◽

pp. 310-315

Author(s):

J. P. Lepeltier ◽

E. Etourneau

Keyword(s):

Stopping Game ◽

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