Stochastic Filtering at Saint-Flour

Paperback Published on: 18/01/2012; Language: French
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Synopsis

El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non linéaire et équations aux dérivées partielles stochastiques associées.- Yor, M.: Sur la théorie du filtrage.

Publisher information

  • Publisher: Springer Berlin Heidelberg
  • ISBN: 9783642254291
  • Number of pages: 300
  • Dimensions: 158 x 239 x 20 mm
  • Weight: 482g
  • Languages: French