Stochastic control theory and stochastic differential systems : proceedings of a workshop of the "Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn", which took place in January 1979 at Bad Honnef
Year of publication: |
1979
|
---|---|
Other Persons: | Kohlmann, Michael (contributor) |
Institutions: | Workshop on Stochastic Control Theory and Stochastic Differential Systems <1979, Honnef> (contributor) ; Sonderforschungsbereich Approximation und Mathematische Optimierung in einer Anwendungsbezogenen Mathematik <Bonn> (contributor) |
Publisher: |
Berlin [u.a.] : Springer |
Subject: | Stochastische Kontrolltheorie | Stochastische Differentialgleichung | Kongress | Honnef <1979> |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | XII, 615 S. : graph. Darst. |
---|---|
Series: | Lecture notes in control and information sciences. - London ; Berlin ; Heidelberg [u.a.] : Springer, ISSN 0170-8643. - Vol. 16 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Konferenzschrift |
Notes: | Beitr. teilw. engl., teilw. franz. Spätere Bd. u.d.T.: Stochastic differential systems |
ISBN: | 3-540-09480-6 ; 0-387-09480-6 |
Source: |
-
Korte, Bernhard, (1982)
-
Hinrichsen, Diederich, (1982)
-
Controlled stochastic processes
Gichman, Iosif I., (1979)
- More ...
-
Kohlmann, Michael, (2001)
-
Multi-dimensional backward stochastic Riccati equations, and applications
Kohlmann, Michael, (2000)
-
Neyman Pearson hedging and dynamic measures of risk
Kohlmann, Michael, (2000)
- More ...