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

• MitwirkendeR: Buckdahn, R.,; Casteren, J. van,; Dietz, H.-M.,; Fritzsche, B.,; Grecksch, W.,; Högnäs, G.,; Kirstein, B.,; Koski, T.,; Küchler, U.,; Langer, H.,; Lin’kov, Yu. N.,; Lipfert, W.,; Nollau, V.,; Pohlenz, S.,; Rösler, U.,; Schenk, W.,; Schmalfuss, B.,; Schäl, M.,; Sørensen, Michael,
• HerausgeberIn: Langer, Heinz,; Nollau, Volker,
• Place / Publishing House: Berlin ;, Boston : : De Gruyter, , [2022]; ©1989
• Year of Publication: 2022
• Edition: Reprint 2022
• Language: German
• Series: Mathematical Research : Mathematische Forschung ; 54
• Physical Description: 1 online resource (422 p.)
• Other title: 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
• Format: Mode of access: Internet via World Wide Web.
• ISBN: 9783112620243
• DOI: 10.1515/9783112620243
• Access: restricted access
• Hierarchical level: Monograph
• Statement of Responsibility: hrsg. von Volker Nollau, Heinz Langer.