Stochastic filtering at Saint-Flour
By: Nicole El Karoui, Etienne Pardoux, Marc Yor
Contributors: Pardoux, E. (Etienne), 1947-; Yor, Marc
Series: Probability at Saint-Flour; Probability at Saint-Flour
Publisher: Springer
Published: 2012
Place of publication: Heidelberg; New York
Language: fre
Number of pages: 305
ISBN-13: 9783642254291
Subjects: Stochastic processes; Filters (Mathematics)
Notes: Includes bibliographical references.

In French.
Table of contents: title: Sur la théorie du filtrage / M. Yor; title: Les aspects probabilistes du contrôle stochastique / N. El Karoui; title: Filtrage non lineaire et equations aux derivees partielles stochastic associees / E. Pardoux.