Stochastic Filtering at Saint-Flour (Probability at Saint-Flour) - Softcover

El Karoui, Nicole; Pardoux, Etienne; Yor, Marc

 
9783642254291: Stochastic Filtering at Saint-Flour (Probability at Saint-Flour)
Softcover
ISBN 10: 3642254292 ISBN 13: 9783642254291
Verlag: Springer, 2012

Inhaltsangabe

El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non linéaire et équations aux dérivées partielles stochastiques associées.- Yor, M.: Sur la théorie du filtrage.

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Founded in 1971, the Saint-Flour Probability Summer School is organised every year by the mathematics department of the Université Blaise Pascal at Clermont-Ferrand, France, and held in the pleasant surroundings of an 18th century seminary building in the city of Saint-Flour, located in the French Massif Central, at an altitude of 900 m.

It attracts a mixed audience of up to 70 PhD students, instructors and researchers interested in probability theory, statistics, and their applications, and lasts 2 weeks. Each summer it provides, in three high-level courses presented by international specialists, a comprehensive study of some subfields in probability theory or statistics. The participants thus have the opportunity to interact with these specialists and also to present their own research work in short lectures.

The lecture courses are written up by their authors for publication in the LNM series.

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Verlag
Springer
Erscheinungsdatum
2012
Sprache
Französisch
ISBN 10 
3642254292
ISBN 13 
9783642254291
Einband
Taschenbuch
Anzahl der Seiten
316
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