Nonlinear Filtering and Stochastic Control : Proceedings of the 3rd1981 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.), Held at Cortona, July 1 10, 1981
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| Institution som forfatter: | |
|---|---|
| Andre forfattere: | , |
| Format: | Livre numérique |
| Sprog: | Anglais |
| Udgivet: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Serier: | Lecture notes in mathematics
972 |
| Fag: | |
| Online adgang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Kommentar: |
Numérotation dans la collection principale : 972 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Nonlinear filtering and stochastic control, proceedings of the 3rd 1981 session of the Centro internazionale matematico estivo (C.I.M.E.), held at Cortona, July 1-10, 1981, edited by S.K. Mitter and A. Moro, 1982, Berlin [etc.], Springer-Verlag, 1 volume (VIII-297 p.), Lecture notes in mathematics, 0-387-11976-0 • Nonlinear Filtering and Stochastic Control, Texte imprimé, 9783662193990 |
Indholdsfortegnelse:
- Lectures on stochastic control
- Stochastic non linear filtering equations and semimartingales
- Stochastic partial differential equations connected with non-linear filtering
- Lectures on nonlinear filtering and stochastic control
- Equations of non-linear filtering; and application to stochastic control with partial observation
- On approximation methods for nonlinear filtering
- On weak convergence to random processes with boundary conditions
- How to discretize stochastic differential equations.