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

  • Editors
  • Sanjoy K. Mitter
  • Antonio Moro

Part of the Lecture Notes in Mathematics book series (LNM, volume 972)

Table of contents

  1. Front Matter
    Pages N2-VIII
  2. A. Bensoussan
    Pages 1-62
  3. Giovanni B. Di Masi, Wolfgang J. Runggaldier
    Pages 249-259
  4. B. Grigelionis, R. Mikulevicius
    Pages 260-275
  5. Back Matter
    Pages 293-301

About these proceedings

Keywords

Martingal Martingale Semimartingal Semimartingale partial differential equation stochastic differential equation

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0064858
  • Copyright Information Springer-Verlag Berlin Heidelberg 1982
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-11976-0
  • Online ISBN 978-3-540-39431-0
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book