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
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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
（Lecture notes in mathematics, 972）
Springer-Verlag, 1982, c1983
- : Berlin
- : New York
Available at / 76 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
L/N||LNM||9728304002S
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science図書
: Berlindc16:510/l4972021189450
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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"
