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Record Nr. |
UNISA996466863203316 |
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Titolo |
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 / / edited by S. K. Mitter and A. Moro |
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Pubbl/distr/stampa |
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Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1982] |
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©1982 |
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ISBN |
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Edizione |
[1st ed. 1982.] |
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Descrizione fisica |
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1 online resource (X, 302 p.) |
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Collana |
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C.I.M.E. Foundation Subseries ; ; 972 |
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Disciplina |
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Soggetti |
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Stochastic control theory |
Filters (Mathematics) |
Stochastic differential equations |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di contenuto |
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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. |
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