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Stochastic Filtering at Saint-Flour

  • Book
  • © 2012

Overview

Authors:
  1. Nicole El Karoui

    1. Centre de Mathématiques Appliquées, École Polytechnique CNRS UMR 7641, Palaiseau CX, France

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  2. Etienne Pardoux

    1. Labo. Analyse, Topologie et Probabilités (LATP), Université de Provence Ctr. Mathématique et Informatique (CMI), Marseille CX 13, France

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  3. Marc Yor

    1. Labo. Probabilités et Modèles Aléatoires, Université Paris VI CNRS UMR 7599, Paris CX 05, France

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Part of the book series: Probability at Saint-Flour (FLOUR)

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Keywords

  • 60G35; 93E11; 60G07; 60H15; 60-02; 93E20; 60J60.

About this book

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.

Authors and Affiliations

  • Centre de Mathématiques Appliquées, École Polytechnique CNRS UMR 7641, Palaiseau CX, France

    Nicole El Karoui

  • Labo. Analyse, Topologie et Probabilités (LATP), Université de Provence Ctr. Mathématique et Informatique (CMI), Marseille CX 13, France

    Etienne Pardoux

  • Labo. Probabilités et Modèles Aléatoires, Université Paris VI CNRS UMR 7599, Paris CX 05, France

    Marc Yor

Bibliographic Information

  • Book Title: Stochastic Filtering at Saint-Flour

  • Authors: Nicole El Karoui, Etienne Pardoux, Marc Yor

  • Series Title: Probability at Saint-Flour

  • Publisher: Springer Berlin, Heidelberg

  • Copyright Information: Springer-Verlag Berlin Heidelberg 2012

  • Softcover ISBN: 978-3-642-25429-1Published: 18 January 2012

  • Series ISSN: 2193-648X

  • Series E-ISSN: 2193-6498

  • Edition Number: 1

  • Number of Pages: V, 300

  • Number of Illustrations: 1 b/w illustrations

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