measure theory applications stochastic (23 résultats)

Etat : Good. Volume 695. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:3540090983.

Etat : Very Good. 261 pp., paperback, previous owner's name (Richard Bucy of Kalman-Bucy) to the title page, edges and endpapers foxed, else very good. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

Broschiert. Etat : Gut. XII, 261 S. : graph. Darst. Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 465.

Softcover. xii, 261 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library in GOOD condition with library-signature and stamp(s). Some traces of use. R-16874 3540090983 Sprache: Englisch Gewicht in Gramm: 550.

Etat : As New. Unread book in perfect condition.

Etat : New.

Etat : New.

Paperback. Etat : Very Good -. Yellow and black paper covers with a little light soiling. page before foreword missing. pages lightly browning. Interior very good and clean.

Etat : New. SUPER FAST SHIPPING.

Etat : New. In.

PF. Etat : New.

Etat : New.

Etat : As New. Unread book in perfect condition.

Paperback. Ex-library, o/wise good (no markings to text). Part of the Lecture Notes in Mathematics series, No. 695. Scarce. 261pp. ISBN 3540090983 (US ISBN 0387090983 ). 1114.

Taschenbuch. Etat : Neu. Neuware -Arret optimal previsible.- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering.- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales.- Nonlinear semigroups in the control of partially-observable stochastic systems.- Optimal control of stochastic systems in a sphere bundle.- Optimal filtering of infinite-dimensional stationary signals.- On the theory of markovian representation.- Likelihood ratios with gauss measure noise models.- Realizing a weak solution on a probability space.- A class of measure-valued markov processes.- Diffusion operators in population genetics and convergence of Markov chains.- Equivalence problem on gaussian N-ple markov processes with multiplicity N.- Note on freidlin-wentzell type estimates for stochastic processes.- White noise and L¿'s functional analysis.- Gaussian processes: Nonlinear analysis and stochastic calculus.- Commutative wick algebras II. Square integrable martingale algebras and Ito algebras.- On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory.- On subordination of decomposable fields.- On the stability and growth of real noise parameter-excited linear systems.- On the integration of sequences of moments' equations in the stability theory of stochastic systems.- Representation theorems for operators and measures on abstract wiener spaces.- An example on tail fields.- On the construction of least favourable distributions. 280 pp. Englisch.

Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Arret optimal previsible.- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering.- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales.- Nonlinear semigroups in the control of partially-observable stochastic systems.- Optimal control of stochastic systems in a sphere bundle.- Optimal filtering of infinite-dimensional stationary signals.- On the theory of markovian representation.- Likelihood ratios with gauss measure noise models.- Realizing a weak solution on a probability space.- A class of measure-valued markov processes.- Diffusion operators in population genetics and convergence of Markov chains.- Equivalence problem on gaussian N-ple markov processes with multiplicity N.- Note on freidlin-wentzell type estimates for stochastic processes.- White noise and L¿'s functional analysis.- Gaussian processes: Nonlinear analysis and stochastic calculus.- Commutative wick algebras II. Square integrable martingale algebras and Ito algebras.- On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory.- On subordination of decomposable fields.- On the stability and growth of real noise parameter-excited linear systems.- On the integration of sequences of moments' equations in the stability theory of stochastic systems.- Representation theorems for operators and measures on abstract wiener spaces.- An example on tail fields.- On the construction of least favourable distributions.

Taschenbuch. Etat : Neu. Measure Theory. Applications to Stochastic Analysis | Proceedings, Oberwolfach Conference, Germany, July 3-9, 1977 | G. Kallianpur (u. a.) | Taschenbuch | Einband - flex.(Paperback) | Englisch | 1978 | Springer | EAN 9783540090984 | Verantwortliche Person für die EU: Springer-Verlag KG, Sachsenplatz 4-6, 1201 WIEN, ÖSTERREICH, productsafety[at]springernature[dot]com | Anbieter: preigu.

Broschiert. Etat : Sehr gut. Lecture Notes in Mathematics, Band 695. Zust: Gutes Exemplar. XII, 261 Seiten, Englisch 452g.

Paperback. Etat : Very Good. Dust Jacket may NOT BE INCLUDED.CDs may be missing. SHIPS FROM MULTIPLE LOCATIONS. book.

Etat : Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.

Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Arret optimal previsible.- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering.- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales.- Nonlinear semigroups in the control of partially-observable stochastic systems.- Optimal control of stochastic systems in a sphere bundle.- Optimal filtering of infinite-dimensional stationary signals.- On the theory of markovian representation.- Likelihood ratios with gauss measure noise models.- Realizing a weak solution on a probability space.- A class of measure-valued markov processes.- Diffusion operators in population genetics and convergence of Markov chains.- Equivalence problem on gaussian N-ple markov processes with multiplicity N.- Note on freidlin-wentzell type estimates for stochastic processes.- White noise and L¿'s functional analysis.- Gaussian processes: Nonlinear analysis and stochastic calculus.- Commutative wick algebras II. Square integrable martingale algebras and Ito algebras.- On the radon-nikodym theorem for operator measures and its applications to prediction and linear systems theory.- On subordination of decomposable fields.- On the stability and growth of real noise parameter-excited linear systems.- On the integration of sequences of moments' equations in the stability theory of stochastic systems.- Representation theorems for operators and measures on abstract wiener spaces.- An example on tail fields.- On the construction of least favourable distributions. 280 pp. Englisch.

Etat : New. PRINT ON DEMAND pp. 280.

Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Arret optimal previsible.- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering.- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales.