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Nonlinear Filtering and Stochastic Control: Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981 de S. K. Mitter

Nonlinear Filtering and Stochastic Control: Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981: Lecture Notes in Mathematics, cartea 972

Editat de S. K. Mitter, A. Moro
en Limba Engleză Paperback – 1982

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Specificații

ISBN-13: 9783540119760
ISBN-10: 3540119760
Pagini: 312
Ilustrații: X, 302 p.
Dimensiuni: 216 x 279 x 16 mm
Greutate: 0.45 kg
Ediția:1982
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seriile Lecture Notes in Mathematics, C.I.M.E. Foundation Subseries

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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.