LDR 01990     2200241   4500
010    _a9783540394310
011    _a1617-9692
090    _a14649
101    _aeng
100    _a20190123              frey50       
200    _aNonlinear filtering and stochastic control
       _bNUM
       _eproceedings of the 3rd 1981 session of the Centro internazionale matematico estivo (C.I.M.E.), held at Cortona, July 1-10, 1981
       _fS.K. Mitter and A. Moro
210    _aBerlin
       _cSpringer-Verlag
       _d1982
225    _9180169
       _aLecture notes in mathematics
       _i(Online)
       _v972
       _x1617-9692
300    _aContents: 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). 
686    _20
       _9167025
       _a93Exx
       _bSystems theory; control
       _xStochastic systems and control
686    _20
       _9165490
       _a60G35
       _bProbability theory and stochastic processes -- Stochastic processes
       _xSignal detection and filtering
686    _20
       _9166959
       _a93-06
       _bSystems theory; control
       _xProceedings, conferences, collections, etc.
702    _4340
       _aMitter
       _bSanjoy K.
       _f1933-
       _9181136
702    _4340
       _aMoro
       _bAntonio
       _9181137
710    _4070
       _9169881
       _aCentro internazionale matematico estivo (CIME)
       _eCetraro, Italie
       _f1981
856    _uhttp://link.springer.com/book/10.1007/BFb0064858
       _zSpringerlink
905    _aaw
       _b2014-05-05
001     14649
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