Stochastic Processes in Physics and Engineering (Hardcover)

Statistical physics and optimization: binary sequences with small autocorrelations.- A MACSYMA/expert system for nonlinear filtering.- Generalized solution of some stochastic P.D.E.'s in turbulent diffusion.- Nonstandard techniques in stochastic optimal control theory.- Recursive estimation of order and parameters of a pilot plant turbo generator.- Attainability and reversibility of a golden age for the labour-surplus economy: a stochastic variational approach.- Wavelet transforms and edge detection.- Lie algebraic method in filtering and identification.- White noise analysis and the Levy Laplacian.- An application of adaptive optimal control.- The value of an option based on an average security value.- On asymptotic localization by perturbing operators for partial observation of a stochastic evolution equation.- Adaptive games.- Nonlinear filtering and smoothing with high signal-to-noise ratio.- Fractal and multifractal structures in kinetic critical phenomena.- Generalized Levy distributions as limit laws.- The oscillator representation of the metaplectic group applied to quantum electronics and computerized tomography.- Stepping stone models in population genetics and population dynamics.- Power spectrum and Fredholm determinant related to intermittent chaos.- On the qualitative behaviour of interacting biological cell systems.- List of participants.