Nonlinear Filtering and Stochastic Control (eBook, PDF)

Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981
Redaktion: Mitter, S. K.; Moro, A.

• Format: PDF

Produktdetails

• Verlag: Springer Berlin Heidelberg
• Seitenzahl: 302
• Erscheinungstermin: 15. November 2006
• Englisch
• ISBN-13: 9783540394310
• Artikelnr.: 53087254

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.