Stochastic Differential Systems
Arato, M. / Balakrishnan, A. V. / Vermes, D.
On optimal stopping times in operating systems.- Semimartingales defined on markov processes.- The expected value of perfect information in the optimal evolution of stochastic systems.- Some problems of large deviations.- On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations.- Point processes and system lifetimes.- On weak convergence of semimartingales and point processes.- Ito for...