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

Author(s)

• Mitter, S. K. (Sanjoy K.)
• Moro, A. (Antonio)
• Centro internazionale matematico estivo

Bibliographic Information

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

（Lecture notes in mathematics, 972）

Springer-Verlag, 1982, c1983

• : Berlin
• : New York

Note

"Subseries : Fondazione C.I.M.E., Firenze."

Includes bibliographies

Description and Table of Contents

Table of Contents

• 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.

by "Nielsen BookData"

• NCID: BA03174522
• ISBN:
  • 3540119760
  • 0387119760
• LCCN: 83179653
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; New York
• Pages/Volumes: viii, 297 p.
• Size: 25 cm
• Classification:
  • LCC : QA3
  • LCC : QA274.23
  • DC19 : 510 s
  • DC19 : 519.8/6
• Subject Headings:
  • LCSH : Stochastic differential equations -- Congresses
  • LCSH : Filters (Mathematics) -- Congresses
  • LCSH : Control theory -- Congresses
• Parent Bibliography ID:
  • BA00146586