Stochastic Filtering at Saint-Flour

El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non linéaire et équations aux dérivées partielles stochastiques associées.- Yor, M.: Sur la théorie du filtrage. Founded in 1971, the Saint-Flour Probability Summer School is organised every year by the mathematics department of the Université Blaise Pascal at Clermont-Ferrand, France, and held in the pleasant surroundings of an 18th century seminary building in the city of Saint-Flour, located in the French Massif Central, at an altitude of 900 m.
It attracts a mixed audience of up to 70 PhD students, instructors and researchers interested in probability theory, statistics, and their applications, and lasts 2 weeks. Each summer it provides, in three high-level courses presented by international specialists, a comprehensive study of some subfields in probability theory or statistics. The participants thus have the opportunity to interact with these specialists and also to present their own research work in short lectures.
The lecture courses are written up by their authors for publication in the LNM series.

Summary

El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non linéaire et équations aux dérivées partielles stochastiques associées.- Yor, M.: Sur la théorie du filtrage.

Product details

• Authors: Nicol El Karoui, Nicole El Karoui, Nicole El-karoui, Nicole El- Karoui, Etienn Pardoux, Etienne Pardoux, Marc Yor
• Publisher: Springer, Berlin
• Languages: French
• Product format: Paperback / Softback
• Released: 20.10.2011
• EAN: 9783642254291
• ISBN: 978-3-642-25429-1
• No. of pages: 300
• Dimensions: 155 mm x 235 mm x 19 mm
• Weight: 472 g
• Illustrations: V, 300 p. 1 ill. Avec Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)..
• Series: Probability at Saint-Flour; Probability at Saint-Flour
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; C, Mathematics and Statistics, Probability Theory and Stochastic Processes, Systems Theory, Control, Probabilities, Stochastics, Probability Theory, System Theory, Cybernetics & systems theory, 60G35; 93E11; 60G07; 60H15; 60-02; 93E20; 60J60.