Nonlinear Filtering and Stochastic Control - Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981

List 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.

Product details

• Assisted by: S. K. Mitter (Editor), Sanjoy K. Mitter (Editor), A. Moro (Editor), Antonio Moro (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 29.06.2009
• EAN: 9783540119760
• ISBN: 978-3-540-11976-0
• No. of pages: 302
• Dimensions: 156 mm x 237 mm x 19 mm
• Weight: 502 g
• Illustrations: X, 302 p.
• Series: Lecture Notes in Mathematics; C.I.M.E. Foundation Subseries; Lecture Notes in Mathematics; C.I.M.E. Foundation Subseries
• Subject: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics