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  • Conference proceedings
  • © 1982

Nonlinear Filtering and Stochastic Control

Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981

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

Part of the book sub series: C.I.M.E. Foundation Subseries (LNMCIME)

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Table of contents (8 papers)

  1. Front Matter

    Pages N2-VIII
  2. Lectures on stochastic control

    • A. Bensoussan
    Pages 1-62
  3. On approximation methods for nonlinear filtering

    • Giovanni B. Di Masi, Wolfgang J. Runggaldier
    Pages 249-259
  4. On weak convergence to random processes with boundary conditions

    • B. Grigelionis, R. Mikulevicius
    Pages 260-275
  5. Back Matter

    Pages 293-301

Keywords

  • Martingal
  • Martingale
  • Semimartingal
  • Semimartingale
  • partial differential equation
  • stochastic differential equation
  • ordinary differential equations

Bibliographic Information

  • Book Title: Nonlinear Filtering and Stochastic Control

  • Book Subtitle: Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981

  • Editors: Sanjoy K. Mitter, Antonio Moro

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0064858

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1982

  • Softcover ISBN: 978-3-540-11976-0Published: 01 January 1982

  • eBook ISBN: 978-3-540-39431-0Published: 15 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: X, 302

  • Topics: Probability Theory, Differential Equations

Buying options

eBook USD 34.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 46.00
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions