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 / S.K. Mitter and A. Moro
Type de document : Livre numériqueCollection : Lecture notes in mathematics, 972Langue : anglais.Éditeur : Berlin : Springer-Verlag, 1982ISBN: 9783540394310.ISSN: 1617-9692.Sujet MSC : 93Exx, Systems theory; control - Stochastic systems and control60G35, Probability theory and stochastic processes, Signal detection and filtering (aspects of stochastic processes)
93-06, Proceedings, conferences, collections, etc. pertaining to systems and control theoryEn-ligne : Springerlink
Contents: A. Bensoussan, Lectures on stochastic control (pp. 1–62); B. Grigelionis, Stochastic nonlinear filtering equations and semimartingales (pp. 63–99); Hiroshi Kunita, Stochastic partial differential equations connected with nonlinear filtering (pp. 100–169); Sanjoy K. Mitter, Lectures on nonlinear filtering and stochastic control (pp. 170–207); E. Pardoux, Equations of nonlinear filtering and application to stochastic control with partial observation (pp. 208–248); Giovanni B. Di Masi and Wolfgang J. Runggaldier, On approximation methods for nonlinear filtering (pp. 249–259); B. Grigelionis and R. Mikulevičius, On weak convergence to random processes with boundary conditions (pp. 260–275); Denis Talay, How to discretize stochastic differential equations (pp. 276–292).
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