Stochastic Analysis, Filtering, and Stochastic Optimization
A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Livre Ecrit par: Zariphopoulou, Thaleia ; Yin, George ; Publié en: 2022
Edition:
Cham (Bavière, Allemagne):
Springer
Langue:
Anglais
Collation:
Données textuelles
ISBN: 9783030985196
Thème
Mathématiques
Mots clés:
Piecewise deterministic processes
Pathwise stochastic calculus
Martingale methods
Impulse and singular stochastic control
Risk-sensitive control
Robust control
Filtering
