Holdings: Stochastic filtering at Saint-Flour

Stochastic filtering at Saint-Flour: [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)]

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Bibliographic Details
Main Authors:	El Karoui, Nicole (Author), Pardoux, Etienne 1947- (Author), Yor, Marc 1949-2014 (Author)
Format:	Book
Language:	French
Published:	Heidelberg [u.a.] Springer 2012
Series:	Probability at Saint-Flour
Subjects:	Filterung > Stochastik Aufsatzsammlung
Online Access:	Inhaltstext Inhaltsverzeichnis
Item Description:	Literaturangaben
Physical Description:	VII, 305 S. 24 cm
ISBN:	9783642254291 3642254292

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MARC


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Record in the Search Index

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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
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author	El Karoui, Nicole Pardoux, Etienne 1947- Yor, Marc 1949-2014
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isbn	9783642254291 3642254292
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physical	VII, 305 S. 24 cm
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publisher	Springer
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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
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