Measure Theory. Applications to Stochastic Analysis (English, G. Kallianpur | D. Kölzow)
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Book Details
Publisher
Springer
Language
English
ISBN-13
9783540090984
ISBN-10
3540090983
Author
G. Kallianpur | D. Kölzow
About the Book
Arret optimal previsible.- Stochastic integration with respect to hilbert valued martingales, representation theorems and infinite dimensional filtering.- Quelques resultats sur certaines mesures extremales. Applications a la representation des martingales.- Nonlinear semigroups in the control of partially-observable stochastic systems.- Optimal control of stochastic systems in a sphere bundle.- Optimal filtering of infinite-dimensional stationar…
ISBN: 9783540090984
ISBN-13: 9783540090984
ISBN-10: 3540090983
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Product ID: isbn-9783540090984
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