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
Published on 1. January 1982
Book
Paperback/Softback
X, 302 pages
978-3-540-11976-0 (ISBN)
More details
Series
Edition
1982 ed.
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
X, 302 p.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 17 mm
Weight
476 gr
ISBN-13
978-3-540-11976-0 (9783540119760)
DOI
10.1007/BFb0064858
Schweitzer Classification
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.