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Mitter / Moro

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

Medium: Buch
ISBN: 978-3-540-11976-0
Verlag: Springer
Erscheinungstermin: 01.01.1982
Lieferfrist: bis zu 10 Tage

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.


Produkteigenschaften


  • Artikelnummer: 9783540119760
  • Medium: Buch
  • ISBN: 978-3-540-11976-0
  • Verlag: Springer
  • Erscheinungstermin: 01.01.1982
  • Sprache(n): Englisch
  • Auflage: 1. Auflage 1982
  • Serie: Lecture Notes in Mathematics
  • Produktform: Kartoniert, Paperback
  • Gewicht: 476 g
  • Seiten: 302
  • Format (B x H x T): 155 x 235 x 17 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Herausgeber

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.