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TitleNonlinear Filtering and Stochastic Control [electronic resource] : Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (C.I.M.E.), Held at Cortona, July 1-10, 1981 / edited by Sanjoy K. Mitter, Antonio Moro
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1982
Connect tohttp://dx.doi.org/10.1007/BFb0064858
Descript X, 302 p. online resource

CONTENT

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


Mathematics Differential equations Probabilities Mathematics Probability Theory and Stochastic Processes Ordinary Differential Equations



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