Nonlinear filtering and stochastic control : proceedings of the 3rd 1981 session of the Centro internazionale matematico estivo (C.I.M.E.), held at Cortona, July 1-10, 1981

Lectures on stochastic control....Pages 1-62 Stochastic non linear filtering equations and semimartingales....Pages 63-99 Stochastic partial differential equations connected with non-linear filtering....Pages 100-169 Lectures on nonlinear filtering and stochastic control....Pages 170-207 Equations of non-linear filtering; and application to stochastic control with partial observation....Pages 208-248 On approximation methods for nonlinear filtering....Pages 249-259 On weak convergence to random processes with boundary conditions....Pages 260-275 How to discretize stochastic differential equations....Pages 276-292