Buch, Englisch, 302 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 476 g
Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981
Buch, Englisch, 302 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 476 g
Reihe: C.I.M.E. Foundation Subseries
ISBN: 978-3-540-11976-0
Verlag: Springer Berlin Heidelberg
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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.