Stochastic Differential Systems
Broschiertes Buch

Stochastic Differential Systems

Proceedings of the 2nd Bad Honnef Conference of the SFB 72 of the DFG at the University of Bonn June 28 - July 2, 1982

Herausgegeben: Kohlmann, Michael; Christopeit, N.
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Radon-Nikodym derivatives in case of rational spectral densities.- Differentiation of measures related to stochastic processes.- Dynkin games.- An introduction to the stochastic calculus of variations.- On one-dimensional Markov SDEs.- Some problems in sequential analysis.- A stochastic differential equation for Feller's one-dimensional diffusions.- A result of the iterated logarithm type for a certain class of stochastic processes.- Approximation of large deviations estimates and escape times and applications to systems with small noise effects.- On strong solutions of stohastic equations wit...