Analysis and optimisation of stochastic systems : based on the proceedings of the International Conference on Analysis and Optimisation of Stochastic Systems held at the University of Oxford from 6-8 September, 1978 / organised by the Institute of Mathematics and its Applications ; edited by O. L. R. Jacobs ... [et al.]
| Analysis and optimisation of stochastic systems : based on the proceedings of the International Conference on Analysis and Optimisation of Stochastic Systems held at the University of Oxford from 6-8 September, 1978 / organised by the Institute of Mathematics and its Applications ; edited by O. L. R. Jacobs ... [et al.] |
| Autore | Jacobs, O. L. R. |
| Pubbl/distr/stampa | London ; New York : Academic Press, 1980 |
| Descrizione fisica | xiv, 573 p. : graphs ; 24 cm. |
| Disciplina |
003
519.3 |
| Collana | The Institute of mathematics and its applications conference series |
| Soggetto topico |
Filtering
Optimal stochastic control Optimization - Congresses Stochastic systems - Congresses |
| ISBN | 0123786800 |
| Classificazione |
AMS 93E11
AMS 93E20 QA402 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000678989707536 |
Jacobs, O. L. R.
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| London ; New York : Academic Press, 1980 | ||
| Lo trovi qui: Univ. del Salento | ||
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Grossissements de filtrations : exemples et applications / Seminaire de calcul stochastique 1982/83, Universite Paris VI ; eds. Th. Jeulin, M. Yor
| Grossissements de filtrations : exemples et applications / Seminaire de calcul stochastique 1982/83, Universite Paris VI ; eds. Th. Jeulin, M. Yor |
| Autore | Jeulin, Thierry |
| Pubbl/distr/stampa | Berlin ; New York : Springer-Verlag, c1985 |
| Descrizione fisica | v, 315 p. : ill. ; 24 cm. |
| Disciplina | 519.287 |
| Altri autori (Persone) | Yor, Marc |
| Collana | Lecture notes in mathematics, 0075-8434 ; 1118 |
| Soggetto topico |
Filtering
Markov processes Stochastic integrals Stochastic processes |
| ISBN | 3540152105 |
| Classificazione |
AMS 60G
AMS 60H AMS 60J QA3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991000962009707536 |
Jeulin, Thierry
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| Berlin ; New York : Springer-Verlag, c1985 | ||
| Lo trovi qui: Univ. del Salento | ||
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Semi-martingales et grossissement d'une filtration / Thierry Jeulin
| Semi-martingales et grossissement d'une filtration / Thierry Jeulin |
| Autore | Jeulin, Thierry |
| Pubbl/distr/stampa | Berlin : Springer-Verlag, 1980 |
| Descrizione fisica | ix, 142 p. ; 24 cm. |
| Disciplina | 518.287 |
| Collana | Lecture notes in mathematics, 0075-8434 ; 833 |
| Soggetto topico |
Filtering
Markov processes Stochastic processes |
| Classificazione |
AMS 60G
AMS 60H AMS 60J QA.3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | fre |
| Record Nr. | UNISALENTO-991001325469707536 |
Jeulin, Thierry
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| Berlin : Springer-Verlag, 1980 | ||
| Lo trovi qui: Univ. del Salento | ||
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Stochastic filtering theory / Gopinath Kallianpur
| Stochastic filtering theory / Gopinath Kallianpur |
| Autore | Kallianpur, Gopinath |
| Pubbl/distr/stampa | New York : Springer-Verlag, c1980 |
| Descrizione fisica | xvi, 316 p. : ill. ; 25 cm |
| Disciplina | 519.2 |
| Collana | Applications of mathematics, 0172-4568 ; 13 |
| Soggetto topico |
Filtering
Prediction theory Stochastic processes |
| ISBN | 038790445X |
| Classificazione |
AMS 60G35
QA274 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISALENTO-991001377999707536 |
Kallianpur, Gopinath
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| New York : Springer-Verlag, c1980 | ||
| Lo trovi qui: Univ. del Salento | ||
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