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Markov Processes and Control Theory / hrsg. von Volker Nollau, Heinz Langer.

Contributor(s): Material type: TextTextSeries: Mathematical Research : Mathematische Forschung ; 54Publisher: Berlin ; Boston : De Gruyter, [2022]Copyright date: 1989Edition: Reprint 2022Description: 1 online resource (422 p.)Content type:
Media type:
Carrier type:
ISBN:
  • 9783112620236
  • 9783112620243
Subject(s): Other classification:
  • online - DeGruyter
Online resources: Available additional physical forms:
  • Issued also in print.
Contents:
Frontmatter -- Foreword -- TABLE OP CONTENTS -- A linear stochastic differential equation with Skorohod integral -- On generalized Schrödinger semigroups -- Representations for solutions of linear functional stochastic differential equations -- On problems with incomplete covariance information -- A prediction problem for a time discrete parabolic Ito equation -- Invariant measures and random walks on the semigroup of matrices -- On Deltamodulators for Gauss-Markov processes: A normal approximation -- A limit theorem for the excursion of quasidiffusions straddling t -- Time reversal of transient gap diffusions -- Asymptotical methods of statistics for semimartingales -- Über ein stochastisches Entscheidungsmodell mit allgemeinen vektorwertigen Ertragsfunktionalen -- Some aspects of vector-valued stochastic dynamic programming -- Die Verbesserung von Strategien beim mehrarmigen Banditen -- The variation diminishing property applied to diffusions -- On stochastic dynamic programming:. A bridge between Markov decision processes and gambling -- Invariant attracting sets of nonlinear stochastic differential equations -- A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps
Holdings
Item type Current library Call number URL Status Notes Barcode
eBook eBook Biblioteca "Angelicum" Pont. Univ. S.Tommaso d'Aquino Nuvola online online - DeGruyter (Browse shelf(Opens below)) Online access Not for loan (Accesso limitato) Accesso per gli utenti autorizzati / Access for authorized users (dgr)9783112620243

Frontmatter -- Foreword -- TABLE OP CONTENTS -- A linear stochastic differential equation with Skorohod integral -- On generalized Schrödinger semigroups -- Representations for solutions of linear functional stochastic differential equations -- On problems with incomplete covariance information -- A prediction problem for a time discrete parabolic Ito equation -- Invariant measures and random walks on the semigroup of matrices -- On Deltamodulators for Gauss-Markov processes: A normal approximation -- A limit theorem for the excursion of quasidiffusions straddling t -- Time reversal of transient gap diffusions -- Asymptotical methods of statistics for semimartingales -- Über ein stochastisches Entscheidungsmodell mit allgemeinen vektorwertigen Ertragsfunktionalen -- Some aspects of vector-valued stochastic dynamic programming -- Die Verbesserung von Strategien beim mehrarmigen Banditen -- The variation diminishing property applied to diffusions -- On stochastic dynamic programming:. A bridge between Markov decision processes and gambling -- Invariant attracting sets of nonlinear stochastic differential equations -- A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps

restricted access online access with authorization star

http://purl.org/coar/access_right/c_16ec

Issued also in print.

Mode of access: Internet via World Wide Web.

In German.

Description based on online resource; title from PDF title page (publisher's Web site, viewed 19. Oct 2024)