Nonlinear Filtering and Stochastic Control
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 / [electronic resource] :
edited by Sanjoy K. Mitter, Antonio Moro.
- X, 302 p. online resource.
- C.I.M.E. Foundation Subseries ; 972 .
- C.I.M.E. Foundation Subseries ; 972 .
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.
9783540394310
10.1007/BFb0064858 doi
Distribution (Probability theory.
Differential Equations.
Probability Theory and Stochastic Processes.
Ordinary Differential Equations.
QA273.A1-274.9 QA274-274.9
519.2
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.
9783540394310
10.1007/BFb0064858 doi
Distribution (Probability theory.
Differential Equations.
Probability Theory and Stochastic Processes.
Ordinary Differential Equations.
QA273.A1-274.9 QA274-274.9
519.2