TY - BOOK AU - Mitter,Sanjoy K. AU - Moro,Antonio ED - SpringerLink (Online service) TI - 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 T2 - Lecture Notes in Mathematics, SN - 9783540394310 AV - QA273.A1-274.9 U1 - 519.2 23 PY - 1982/// CY - Berlin, Heidelberg PB - Springer Berlin Heidelberg KW - Mathematics KW - Distribution (Probability theory) KW - Probability Theory and Stochastic Processes N1 - 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 UR - http://dx.doi.org/10.1007/BFb0064858 ER -