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
Herausgegeben:Mitter, Sanjoy K.; Moro, Antonio

• Broschiertes Buch

Produktdetails

• Lecture Notes in Mathematics 972
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-11976-0
• 1982.
• Seitenzahl: 312
• Erscheinungstermin: 1. Januar 1982
• Englisch
• Abmessung: 235mm x 155mm x 17mm
• Gewicht: 502g
• ISBN-13: 9783540119760
• ISBN-10: 3540119760
• Artikelnr.: 23574037

Inhaltsangabe

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.