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

312 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Mathematics
• Themen: Mathematik und Naturwissenschaften Mathematik Angewandte Mathematik Stochastik
• ISBN: 9783540119760
• Sprache: Englisch
• Erscheinungsdatum: 01.01.1982
• Größe: 235 x 155 mm
• Verlag: Springer
• Herausgegeben von: A. Moro, S. K. Mitter