2 options
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 Sanjoy K. Mitter, Antonio Moro.
- Format:
- Book
- Series:
- Lecture notes in mathematics (Springer-Verlag). CIME Foundation subseries ; 972.
- C.I.M.E. Foundation Subseries ; 972
- Language:
- English
- Subjects (All):
- Distribution (Probability theory).
- Differential equations.
- Probability Theory and Stochastic Processes.
- Ordinary Differential Equations.
- Local Subjects:
- Probability Theory and Stochastic Processes.
- Ordinary Differential Equations.
- Physical Description:
- 1 online resource (X, 302 pages).
- Contained In:
- Springer eBooks
- Place of Publication:
- Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1982.
- System Details:
- text file PDF
- 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.
- Other Format:
- Printed edition:
- ISBN:
- 9783540394310
- Access Restriction:
- Restricted for use by site license.
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.