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＜電子ブック＞
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 / edited by S.K. Mitter, A. Moro
(C.I.M.E. Foundation Subseries ; 972)

版	1st ed. 1982.
出版者	(Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer)
出版年	1982
大きさ	X, 302 p : online resource
著者標目	Mitter, S.K editor Moro, A editor SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Differential equations FREE:Probability Theory FREE:Differential Equations
一般注記	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 HTTP:URL=https://doi.org/10.1007/BFb0064858

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