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Stochastic Filtering at Saint-Flour: Probability at Saint-Flour

Autor Nicole El Karoui, Etienne Pardoux, Marc Yor
fr Limba Franceză Paperback – 18 ian 2012
El Karoui: Les aspects probabilistes du contrôle stochastique.- Pardoux, Etienne: Filtrage non linéaire et équations aux dérivées partielles stochastiques associées.- Yor, M.: Sur la théorie du filtrage.
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Specificații

ISBN-13: 9783642254291
ISBN-10: 3642254292
Pagini: 316
Ilustrații: V, 300 p. 1 ill. Avec Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)..
Dimensiuni: 155 x 235 x 22 mm
Greutate: 0.45 kg
Ediția:2012
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Probability at Saint-Flour

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Textul de pe ultima copertă

Founded in 1971, the Saint-Flour Probability Summer School is organised every year by the mathematics department of the Université Blaise Pascal at Clermont-Ferrand, France, and held in the pleasant surroundings of an 18th century seminary building in the city of Saint-Flour, located in the French Massif Central, at an altitude of 900 m.
It attracts a mixed audience of up to 70 PhD students, instructors and researchers interested in probability theory, statistics, and their applications, and lasts 2 weeks. Each summer it provides, in three high-level courses presented by international specialists, a comprehensive study of some subfields in probability theory or statistics. The participants thus have the opportunity to interact with these specialists and also to present their own research work in short lectures.
The lecture courses are written up by their authors for publication in the LNM series.

Caracteristici

Includes supplementary material: sn.pub/extras Includes supplementary material: sn.pub/extras