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Nonfiction Lectures on Stochastic Control and Nonlinear Filtering

Posted on 2012-07-23




Name:Nonfiction Lectures on Stochastic Control and Nonlinear Filtering
ASIN/ISBN:3540133437
Pages:112
   Nonfiction Lectures on Stochastic Control and Nonlinear Filtering

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There are actually two separate series of lectures, on controlled stochastic jump processes and nonlinear filtering respectively, and the corresponding two parts of these notes are almost disjoint. They are united however, by the common philosophy of treating Markov processes by methods of stochastic calculus.

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