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Nonlinear Filtering and Stochastic Control [electronic resource] : 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 Sanjoy K. Mitter, Antonio Moro.
Material type:
TextSeries: C.I.M.E. Foundation Subseries ; 972Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1982Description: X, 302 p. online resourceContent type: - text
- computer
- online resource
- 9783540394310
- 519.2 23
- QA273.A1-274.9
- QA274-274.9
Contents:
In:
Springer eBooks
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.
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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.
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