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 / S.K. Mitter and A. Moro

Collectivité principale: Centro internazionale matematico estivo (CIME), Cetraro, Italie (1981) Auteur secondaire : Mitter, Sanjoy K. (1933-) - Editeur scientifique ; Moro, Antonio - Editeur scientifiqueType de document: Livre numériqueCollection: Lecture notes in mathematics, (Online) ; 972Langue: anglaisÉditeur: Berlin : Springer-Verlag, 1982 ISBN: 9783540394310 Note: Contents: A. Bensoussan, Lectures on stochastic control (pp. 1–62); B. Grigelionis, Stochastic nonlinear filtering equations and semimartingales (pp. 63–99); Hiroshi Kunita, Stochastic partial differential equations connected with nonlinear filtering (pp. 100–169); Sanjoy K. Mitter, Lectures on nonlinear filtering and stochastic control (pp. 170–207); E. Pardoux, Equations of nonlinear filtering and application to stochastic control with partial observation (pp. 208–248); Giovanni B. Di Masi and Wolfgang J. Runggaldier, On approximation methods for nonlinear filtering (pp. 249–259); B. Grigelionis and R. Mikulevičius, On weak convergence to random processes with boundary conditions (pp. 260–275); Denis Talay, How to discretize stochastic differential equations (pp. 276–292). Sujets MSC: 93Exx Systems theory; control -- Stochastic systems and control
60G35 Probability theory and stochastic processes -- Stochastic processes -- Signal detection and filtering
93-06 Systems theory; control -- Proceedings, conferences, collections, etc
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Contents: A. Bensoussan, Lectures on stochastic control (pp. 1–62); B. Grigelionis, Stochastic nonlinear filtering equations and semimartingales (pp. 63–99); Hiroshi Kunita, Stochastic partial differential equations connected with nonlinear filtering (pp. 100–169); Sanjoy K. Mitter, Lectures on nonlinear filtering and stochastic control (pp. 170–207); E. Pardoux, Equations of nonlinear filtering and application to stochastic control with partial observation (pp. 208–248); Giovanni B. Di Masi and Wolfgang J. Runggaldier, On approximation methods for nonlinear filtering (pp. 249–259); B. Grigelionis and R. Mikulevičius, On weak convergence to random processes with boundary conditions (pp. 260–275); Denis Talay, How to discretize stochastic differential equations (pp. 276–292).

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