Ebook: 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

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Content:
Front Matter....Pages -
Lectures on stochastic control....Pages 1-62
Stochastic non linear filtering equations and semimartingales....Pages 63-99
Stochastic partial differential equations connected with non-linear filtering....Pages 100-169
Lectures on nonlinear filtering and stochastic control....Pages 170-207
Equations of non-linear filtering; and application to stochastic control with partial observation....Pages 208-248
On approximation methods for nonlinear filtering....Pages 249-259
On weak convergence to random processes with boundary conditions....Pages 260-275
How to discretize stochastic differential equations....Pages 276-292

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Content:
Front Matter....Pages -
Lectures on stochastic control....Pages 1-62
Stochastic non linear filtering equations and semimartingales....Pages 63-99
Stochastic partial differential equations connected with non-linear filtering....Pages 100-169
Lectures on nonlinear filtering and stochastic control....Pages 170-207
Equations of non-linear filtering; and application to stochastic control with partial observation....Pages 208-248
On approximation methods for nonlinear filtering....Pages 249-259
On weak convergence to random processes with boundary conditions....Pages 260-275
How to discretize stochastic differential equations....Pages 276-292
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