E-Book, Englisch, Band 972, 302 Seiten, eBook
Reihe: Lecture Notes in Mathematics
Mitter / Moro Nonlinear Filtering and Stochastic Control
1982
ISBN: 978-3-540-39431-0
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981
E-Book, Englisch, Band 972, 302 Seiten, eBook
Reihe: Lecture Notes in Mathematics
ISBN: 978-3-540-39431-0
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.