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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.

Contributor(s): Material type: TextTextSeries: Lecture notes in mathematics (Springer-Verlag) ; 972.Publication details: Berlin ; New York : Springer-Verlag, 1982.Description: 1 online resource (viii, 297 pages)Content type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9783540394310
  • 3540394311
Subject(s): Genre/Form: Additional physical formats: Print version:: Nonlinear filtering and stochastic control.DDC classification:
  • 519.2 22
LOC classification:
  • QA3 .L28 no. 972 QA274.23
Other classification:
  • SI 850
Online resources:
Contents:
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.
Action note:
  • digitized 2010 HathiTrust Digital Library committed to preserve
Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
eBook eBook e-Library eBook LN Mathematic Available
Total holds: 0

Includes bibliographical references.

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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Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010. MiAaHDL

Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. MiAaHDL

http://purl.oclc.org/DLF/benchrepro0212

digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL

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