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Nonlinear filtering and stochastic control : proceedings of the 3rd 1981 session of the Centro internazionale matematico estivo (C.I.M.E.), held at Cortona, July 1-10, 1981

Author: S K Mitter; A Moro; Centro internazionale matematico estivo.
Publisher: Berlin ; New York : Springer-Verlag, 1982.
Series: Lecture notes in mathematics (Springer-Verlag), 972.
Edition/Format:   Book : Conference publication : EnglishView all editions and formats
Database:WorldCat
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Genre/Form: Kongress
Kongreß
Nichtlinearer Filter (Mathematik)
Nichtlinearer Filter
Conference proceedings
Congrès
Additional Physical Format: Online version:
Nonlinear filtering and stochastic control.
Berlin ; New York : Springer-Verlag, 1982
(OCoLC)623761266
Material Type: Conference publication
Document Type: Book
All Authors / Contributors: S K Mitter; A Moro; Centro internazionale matematico estivo.
ISBN: 0387119760 9780387119762 3540119760 9783540119760
OCLC Number: 9276637
Notes: "Subseries : Fondazione C.I.M.E., Firenze."
Description: viii, 297 p. ; 25 cm.
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.
Series Title: Lecture notes in mathematics (Springer-Verlag), 972.
Responsibility: edited by S.K. Mitter and A. Moro.
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