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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| 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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| Pubblicazione: | Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1982] |
| ©1982 | |
| Edizione: | 1st ed. 1982. |
| Descrizione fisica: | 1 online resource (X, 302 p.) |
| Disciplina: | 519.2 |
| Soggetto topico: | Stochastic control theory |
| Filters (Mathematics) | |
| Stochastic differential equations | |
| Persona (resp. second.): | MitterS. K. <1933-> |
| MoroA (Antonio) | |
| Note generali: | Bibliographic Level Mode of Issuance: Monograph |
| Nota di contenuto: | 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. |
| Titolo autorizzato: | Nonlinear filtering and stochastic control |
| ISBN: | 3-540-39431-1 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 996466863203316 |
| Lo trovi qui: | Univ. di Salerno |
| Opac: | Controlla la disponibilità qui |
Serie:
C.I.M.E. Foundation Subseries ; ; 972