Stochastic Filtering at Saint-Flour (Probability at Saint-Flour)

by Nicole El Karoui, Etienne Pardoux, and Marc Yor

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El Karoui: Les aspects probabilistes du controle stochastique.- Pardoux, Etienne: Filtrage non lineaire et equations aux derivees partielles stochastiques associees.- Yor, M.: Sur la theorie du filtrage.
  • ISBN10 3642254292
  • ISBN13 9783642254291
  • Publish Date 1 March 2012
  • Publish Status Active
  • Publish Country DE
  • Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Edition 2012 ed.
  • Format Paperback (US Trade)
  • Pages 300
  • Language French