Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic Control
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Published By Springer Berlin Heidelberg

9783540119760, 9783540394310

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Lectures on nonlinear filtering and stochastic control

Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic Control ◽

10.1007/bfb0064862 ◽

1982 ◽

pp. 170-207 ◽

Cited By ~ 5

Author(s):

Sanjoy K. Mitter

Keyword(s):

Stochastic Control ◽

Nonlinear Filtering

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Stochastic non linear filtering equations and semimartingales

Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic Control ◽

10.1007/bfb0064860 ◽

1982 ◽

pp. 63-99 ◽

Cited By ~ 4

Author(s):

B. Grigelionis

Keyword(s):

Linear Filtering ◽

Non Linear

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

Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic Control ◽

10.1007/bfb0064863 ◽

1982 ◽

pp. 208-248 ◽

Cited By ~ 11

Author(s):

E. Pardoux

Keyword(s):

Stochastic Control ◽

Partial Observation ◽

Linear Filtering ◽

Non Linear

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Stochastic partial differential equations connected with non-linear filtering

Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic Control ◽

10.1007/bfb0064861 ◽

1982 ◽

pp. 100-169 ◽

Cited By ~ 31

Author(s):

Hiroshi Kunita

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Linear Filtering ◽

Partial Differential ◽

Non Linear

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How to discretize stochastic differential equations

Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic Control ◽

10.1007/bfb0064866 ◽

1982 ◽

pp. 276-292 ◽

Cited By ~ 7

Author(s):

Denis Talay

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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On approximation methods for nonlinear filtering

Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic Control ◽

10.1007/bfb0064864 ◽

1982 ◽

pp. 249-259 ◽

Cited By ~ 6

Author(s):

Giovanni B. Di Masi ◽

Wolfgang J. Runggaldier

Keyword(s):

Nonlinear Filtering ◽

Approximation Methods

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Lectures on stochastic control

Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic Control ◽

10.1007/bfb0064859 ◽

1982 ◽

pp. 1-62 ◽

Cited By ~ 101

Author(s):

A. Bensoussan

Keyword(s):

Stochastic Control

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On weak convergence to random processes with boundary conditions

Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic Control ◽

10.1007/bfb0064865 ◽

1982 ◽

pp. 260-275 ◽

Cited By ~ 2

Author(s):

B. Grigelionis ◽

R. Mikulevicius

Keyword(s):

Weak Convergence ◽

Boundary Conditions ◽

Random Processes

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Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic ControlLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Lectures on nonlinear filtering and stochastic control

Stochastic non linear filtering equations and semimartingales

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

Stochastic partial differential equations connected with non-linear filtering

How to discretize stochastic differential equations

On approximation methods for nonlinear filtering

Lectures on stochastic control

On weak convergence to random processes with boundary conditions

Lecture Notes in Mathematics - Nonlinear Filtering and Stochastic Control
Latest Publications