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Equations of non-linear filtering; and application to stochastic control with partial observation

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Nonlinear Filtering and Stochastic Control

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

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References

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Authors
  1. E. Pardoux
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Sanjoy K. Mitter Antonio Moro

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© 1982 Spring-Verlag

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Pardoux, E. (1982). Equations of non-linear filtering; and application to stochastic control with partial observation. In: Mitter, S.K., Moro, A. (eds) Nonlinear Filtering and Stochastic Control. Lecture Notes in Mathematics, vol 972. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064863

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  • DOI: https://doi.org/10.1007/BFb0064863

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  • Print ISBN: 978-3-540-11976-0

  • Online ISBN: 978-3-540-39431-0

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