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Nonlinear Filtering and Stochastic Control

Nonlinear Filtering and Stochastic Control

 

49,68 €
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Editorial:
Springer Nature B.V.
Año de edición:
2014
Materia
Probabilidad y estadística
ISBN:
9783662193990
49,68 €
IVA incluido
Disponible

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  • Librería Samer Atenea
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  • Librería Elías (Asturias)
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Sobre IBD

Lectures on stochastic control.- Stochastic non linear filtering equations and semimartingales.- Stochastic partial differential equations connected with non-linear filtering.- Lectures on nonlinear filtering and stochastic control.- Equations of non-linear filtering; and application to stochastic control with partial observation.- On approximation methods for nonlinear filtering.- On weak convergence to random processes with boundary conditions.- How to discretize stochastic differential equations.

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