Nonlinear Filtering and Stochastic Control [electronic resource] : 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.
Material type:
TextSeries: Lecture Notes in Mathematics ; 972Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 1982Description: X, 302 p. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9783540394310Subject(s): Mathematics | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic ProcessesAdditional physical formats: Printed edition:: No titleDDC classification: 519.2 LOC classification: QA273.A1-274.9QA274-274.9Online resources: Click here to access online
Contents:
In:
Springer eBooks
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.
E-BOOKS
| Current library | Home library | Call number | Materials specified | URL | Status | Date due | Barcode |
|---|---|---|---|---|---|---|---|
| IMSc Library | IMSc Library | Link to resource | Available | EBK1098 |
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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