Stochastic filtering at Saint-Flour
Author(s)
Bibliographic Information
Stochastic filtering at Saint-Flour
（Probability at Saint-Flour）
Springer, c2012
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Includes bibliographical references
Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876(1981) and 1464(1991).
Description and Table of Contents
Description
El Karoui: Les aspects probabilistes du controle stochastique.- Pardoux, Etienne: Filtrage non lineaire et equations aux derivees partielles stochastiques associees.- Yor, M.: Sur la theorie du filtrage.
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