Nonlinear Filtering and Stochastic Control: Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at ... (Lecture Notes in Mathematics, 972, Band 972) - Softcover

Inhaltsangabe

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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