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Stochastic Analysis, Filtering, and Stochastic Optimization

A Commemorative Volume to Honor Mark H. A. Davis's Contributions

Language EnglishEnglish
Book Paperback
Book Stochastic Analysis, Filtering, and Stochastic Optimization George Yin
Libristo code: 43156000
Publishers Springer, Berlin, May 2023
This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pio... Full description
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This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control. 

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About the book

Full name Stochastic Analysis, Filtering, and Stochastic Optimization
Language English
Binding Book - Paperback
Date of issue 2023
Number of pages 466
EAN 9783030985219
Libristo code 43156000
Publishers Springer, Berlin
Weight 689
Dimensions 155 x 235
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