Titlebook: Stochastic Processes in Physics and Engineering; Sergio Albeverio,Philip Blanchard,Ludwig Streit Book 1988 D. Reidel Publishing Company, D

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,Generalized Solution of Some Stochastic P.D.E.’s in Turbulent Diffusion,Hida’s theory, the solution is regarded as a, possibly generalized, Brownian functional. The solution is constructed in the form of an infinite series of generalized Brownian functionals of ascending degrees. The method of solution is based on a Fourier transform or an iteration procedure, depending

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Nonstandard Techniques in Stochastic Optimal Control Theory,s restricted to be a cumulative digital read-out, the second with complete observations and singular noise. The main ingredient in each case is the Loeb construction of standard measures from nonstandard measures, and the application of this to stochastic analysis as developed by Anderson and Keisle

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Lie Algebraic Method in Filtering and Identification,s of observations of another process .. The more concrete object under consideration being a stochastic dynamical system .=.(.). + .(.)., where . is Wiener noise, with observations .=.(.).+., corrupted by further noise. The subject as presented here involves ideas and techniques from Lie algebra the

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The Value of an Option Based on an Average Security Value,erval. After explaining what an option is about we will derive a partial differential equation for the option which is different from the partial differential equation of a simple European call option. From this we will get an expectation formula for the option value. We will give an economical as w

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On Asymptotic Localization by Perturbing Operators for Partial Observation of a Stochastic Evolution equation using some results of F. Liese [18], [19] and a technique developed in [15]. The basic aim of the reported work is to discover those perturbations of the infinite dimensional system generator that will lead to calculations of Hellinger balls. The main result here is an asymptotic localiza

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Adaptive Games,teresting results have been obtained. In almost all the papers the single objective case is addressed: There is one decision maker with his own control objective or there are many controllers acting in a decentralized way who nonetheless have a common objective, i.e., they are a team. Nonetheless, t

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Fractal and Multifractal Structures in Kinetic Critical Phenomena,s been devoted to these problems that represent one of the most challenging fields in today’s theoretical physics. The idea is to understand the physical origin for the development of the many fractal structures one can observe in nature. In this respect one of the most interesting models is the one

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Generalized Levy Distributions as Limit Laws,tial equation.These F. generalize the one-sided Levy distributions F. obtained for m = 1. Existence is proved by constructing a solution, uniqueness by appealing to general theorems of function theory. The generalized Levy distributions are limit laws in the following sense: Let (X.). be a sequence