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Nonlinear Filtering and Stochastic Control
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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
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Description



Table of Contents

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.
Release date Australia
January 1st, 1982
Audience
  • Professional & Vocational
Contributors
  • Edited by A Moro
  • Edited by S.K. Mitter
Illustrations
X, 302 p.
Pages
302
Dimensions
216x279x16
ISBN-13
9783540119760
Product ID
2824036

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