Stochastic filtering at Saint-Flour: [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)]
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | French |
| Veröffentlicht: |
Heidelberg [u.a.]
Springer
2012
|
| Schriftenreihe: | Probability at Saint-Flour
|
| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | VII, 305 S. 24 cm |
| ISBN: | 9783642254291 3642254292 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV041616955 | ||
| 003 | DE-604 | ||
| 005 | 20140213 | ||
| 007 | t | ||
| 008 | 140131s2012 gw |||| 00||| fre d | ||
| 016 | 7 | |a 1016561164 |2 DE-101 | |
| 020 | |a 9783642254291 |9 978-3-642-25429-1 | ||
| 020 | |a 3642254292 |9 3-642-25429-2 | ||
| 035 | |a (OCoLC)915397698 | ||
| 035 | |a (DE-599)DNB1016561164 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a fre | |
| 044 | |a gw |c XA-DE-BE | ||
| 049 | |a DE-11 | ||
| 082 | 0 | |a 519.23 |2 22/ger | |
| 084 | |a SK 800 |0 (DE-625)143256: |2 rvk | ||
| 084 | |a 510 |2 sdnb | ||
| 100 | 1 | |a El Karoui, Nicole |e Verfasser |0 (DE-588)171251814 |4 aut | |
| 245 | 1 | 0 | |a Stochastic filtering at Saint-Flour |b [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] |c Nicole El Karoui ; Etienne Pardoux ; Marc Yor |
| 264 | 1 | |a Heidelberg [u.a.] |b Springer |c 2012 | |
| 300 | |a VII, 305 S. |c 24 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Probability at Saint-Flour | |
| 500 | |a Literaturangaben | ||
| 650 | 0 | 7 | |a Filterung |g Stochastik |0 (DE-588)4121267-8 |2 gnd |9 rswk-swf |
| 655 | 7 | |a Aufsatzsammlung |2 gnd |9 rswk-swf | |
| 689 | 0 | 0 | |a Filterung |g Stochastik |0 (DE-588)4121267-8 |D s |
| 689 | 0 | 1 | |a Aufsatzsammlung |A f |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Pardoux, Etienne |d 1947- |e Verfasser |0 (DE-588)111361117 |4 aut | |
| 700 | 1 | |a Yor, Marc |d 1949-2014 |e Verfasser |0 (DE-588)120628635 |4 aut | |
| 856 | 4 | 2 | |m X:MVB |q text/html |u http://deposit.dnb.de/cgi-bin/dokserv?id=3902711&prov=M&dok_var=1&dok_ext=htm |3 Inhaltstext |
| 856 | 4 | 2 | |m DNB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027058057&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-027058057 | |
Datensatz im Suchindex
| _version_ | 1806326985835675648 |
|---|---|
| adam_text |
IMAGE 1
TABLE OF CONTENTS
SUR LA THEORIE DU FILTRAGE 1
M.YOR
1. CADRE DE L'ETUDE 2
2. PROJECTION D'UNE (F, ) SEMI-MARTINGALE SUR LA FILTRATION (G T ) 3
3. OBJET DE LA SUITE DE L'ETUDE 15
4. LE CAS H = 1 16
5. ETUDE DE QUELQUES EXEMPLES AVEC H # 1 28
6. EN GUISE DE CONCLUSION 34
BIBLIOGRAPHIE 36
LES ASPECTS PROBABILISTES DU CONTROLE STOCHASTIQUE 43
N. EL KAROUI
CHAPITRE 0 INTRODUCTION 51
CHAPITRE I GENERALITES SUR LE CONTROLE STOCHASTIQUE 54
CHAPITRE II ARRET OPTIMAL 71
CHAPITRE III CONTROLE CONTINU DANS UN MODELE FORTEMENT DOMINE 147
APPENDICE 199
BIBLIOGRAPHIE 203
FILTRAGE NON LINEAIRE ET EQUATIONS AUX DERIVEES PARTIELLES STOCHASTIQUES
ASSOCIEES 209
E. PARDOUX
INTRODUCTION 213
CHAPITRE 1 LE PROBLEME DU FILTRAGE STOCHASTIQUE 215
CHAPITRE 2 LES EQUATIONS DU FILTRAGE NON LINEAIRE, DE LA PREDICTION ET
DU LISSAGE 221
CHAPITRE 3 EQUATIONS AUX DERIVEES PARTIELLES STOCHASTIQUES. APPLICATIONS
A L'EQUATION DE ZAKAI 243
CHAPITRE 4 CONTINUITE DU FILTRE PAR RAPPORT A L'OBSERVATION 256
CHAPITRE 5 DEUX APPLICATIONS DU CALCUL DE MALLIAVIN AU FILTRAGE NON
LINEAIRE 262
CHAPITRE 6 FILTRES DE DIMENSION FINIE ET FILTRES DE DIMENSION FINIE
APPROCHES 284
BIBLIOGRAPHIE 300
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1016561164
DIGITALISIERT DURCH |
| any_adam_object | 1 |
| author | El Karoui, Nicole Pardoux, Etienne 1947- Yor, Marc 1949-2014 |
| author_GND | (DE-588)171251814 (DE-588)111361117 (DE-588)120628635 |
| author_facet | El Karoui, Nicole Pardoux, Etienne 1947- Yor, Marc 1949-2014 |
| author_role | aut aut aut |
| author_sort | El Karoui, Nicole |
| author_variant | k n e kn kne e p ep m y my |
| building | Verbundindex |
| bvnumber | BV041616955 |
| classification_rvk | SK 800 |
| ctrlnum | (OCoLC)915397698 (DE-599)DNB1016561164 |
| dewey-full | 519.23 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.23 |
| dewey-search | 519.23 |
| dewey-sort | 3519.23 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>00000nam a2200000 c 4500</leader><controlfield tag="001">BV041616955</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20140213</controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">140131s2012 gw |||| 00||| fre d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">1016561164</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783642254291</subfield><subfield code="9">978-3-642-25429-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3642254292</subfield><subfield code="9">3-642-25429-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)915397698</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB1016561164</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">fre</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-11</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.23</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 800</subfield><subfield code="0">(DE-625)143256:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">510</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">El Karoui, Nicole</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)171251814</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic filtering at Saint-Flour</subfield><subfield code="b">[reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)]</subfield><subfield code="c">Nicole El Karoui ; Etienne Pardoux ; Marc Yor</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Heidelberg [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VII, 305 S.</subfield><subfield code="c">24 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Probability at Saint-Flour</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturangaben</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Filterung</subfield><subfield code="g">Stochastik</subfield><subfield code="0">(DE-588)4121267-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Filterung</subfield><subfield code="g">Stochastik</subfield><subfield code="0">(DE-588)4121267-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Aufsatzsammlung</subfield><subfield code="A">f</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Pardoux, Etienne</subfield><subfield code="d">1947-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)111361117</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Yor, Marc</subfield><subfield code="d">1949-2014</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)120628635</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">X:MVB</subfield><subfield code="q">text/html</subfield><subfield code="u">http://deposit.dnb.de/cgi-bin/dokserv?id=3902711&prov=M&dok_var=1&dok_ext=htm</subfield><subfield code="3">Inhaltstext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027058057&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027058057</subfield></datafield></record></collection> |
| genre | Aufsatzsammlung gnd |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV041616955 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-03T01:14:11Z |
| institution | BVB |
| isbn | 9783642254291 3642254292 |
| language | French |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027058057 |
| oclc_num | 915397698 |
| open_access_boolean | |
| owner | DE-11 |
| owner_facet | DE-11 |
| physical | VII, 305 S. 24 cm |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Springer |
| record_format | marc |
| series2 | Probability at Saint-Flour |
| spelling | El Karoui, Nicole Verfasser (DE-588)171251814 aut Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] Nicole El Karoui ; Etienne Pardoux ; Marc Yor Heidelberg [u.a.] Springer 2012 VII, 305 S. 24 cm txt rdacontent n rdamedia nc rdacarrier Probability at Saint-Flour Literaturangaben Filterung Stochastik (DE-588)4121267-8 gnd rswk-swf Aufsatzsammlung gnd rswk-swf Filterung Stochastik (DE-588)4121267-8 s Aufsatzsammlung f DE-604 Pardoux, Etienne 1947- Verfasser (DE-588)111361117 aut Yor, Marc 1949-2014 Verfasser (DE-588)120628635 aut X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3902711&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027058057&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | El Karoui, Nicole Pardoux, Etienne 1947- Yor, Marc 1949-2014 Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] Filterung Stochastik (DE-588)4121267-8 gnd |
| subject_GND | (DE-588)4121267-8 |
| title | Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] |
| title_auth | Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] |
| title_exact_search | Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] |
| title_full | Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] Nicole El Karoui ; Etienne Pardoux ; Marc Yor |
| title_fullStr | Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] Nicole El Karoui ; Etienne Pardoux ; Marc Yor |
| title_full_unstemmed | Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] Nicole El Karoui ; Etienne Pardoux ; Marc Yor |
| title_short | Stochastic filtering at Saint-Flour |
| title_sort | stochastic filtering at saint flour reprint of lectures originally published in the lecture notes in mathematics volumes 876 1981 and 1464 1991 |
| title_sub | [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] |
| topic | Filterung Stochastik (DE-588)4121267-8 gnd |
| topic_facet | Filterung Stochastik Aufsatzsammlung |
| url | http://deposit.dnb.de/cgi-bin/dokserv?id=3902711&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027058057&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT elkarouinicole stochasticfilteringatsaintflourreprintoflecturesoriginallypublishedinthelecturenotesinmathematicsvolumes8761981and14641991 AT pardouxetienne stochasticfilteringatsaintflourreprintoflecturesoriginallypublishedinthelecturenotesinmathematicsvolumes8761981and14641991 AT yormarc stochasticfilteringatsaintflourreprintoflecturesoriginallypublishedinthelecturenotesinmathematicsvolumes8761981and14641991 |