Nonlinear Filtering and Stochastic Control: Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at ... (Lecture Notes in Mathematics, 972, Band 972) - Softcover

 
9783540119760: Nonlinear Filtering and Stochastic Control: Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at ... (Lecture Notes in Mathematics, 972, Band 972)
Softcover
ISBN 10: 3540119760 ISBN 13: 9783540119760
Verlag: Springer, 2009

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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
3540119760
ISBN 13 
9783540119760
Einband
Taschenbuch
Anzahl der Seiten
312
Herausgeber
Mitter Sanjoy K.
Kontakt zum Hersteller
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Darmstadt
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Deutschland

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9783662193990: 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

Vorgestellte Ausgabe

ISBN 10:  366219399X ISBN 13:  9783662193990
Verlag: Springer, 2014
Softcover