Lecture Notes in Control and Information Sciences - Filtering and Control of Random Processes
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Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applications

Lecture Notes in Control and Information Sciences - Filtering and Control of Random Processes ◽

10.1007/bfb0006577 ◽

2005 ◽

pp. 294-313 ◽

Author(s):

Denis Talay

Keyword(s):

Numerical Schemes

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Optimal stopping of bi-Markov processes

Lecture Notes in Control and Information Sciences - Filtering and Control of Random Processes ◽

10.1007/bfb0006570 ◽

2005 ◽

pp. 172-205 ◽

Author(s):

G. Mazziotto

Keyword(s):

Markov Processes ◽

Optimal Stopping

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An extension of the prophet inequality

Lecture Notes in Control and Information Sciences - Filtering and Control of Random Processes ◽

10.1007/bfb0006565 ◽

2005 ◽

pp. 104-110

Author(s):

D. P. Kennedy

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On a formula relating the Shannon information to the fisher information for the filtering problem

Lecture Notes in Control and Information Sciences - Filtering and Control of Random Processes ◽

10.1007/bfb0006569 ◽

2005 ◽

pp. 164-171 ◽

Author(s):

Eddy Mayer-Wolf ◽

Moshe Zakai

Keyword(s):

Fisher Information ◽

Shannon Information ◽

Filtering Problem

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Quelques remarques sur les semimartingales gaussiennes et le probleme de l'innovation

Lecture Notes in Control and Information Sciences - Filtering and Control of Random Processes ◽

10.1007/bfb0006575 ◽

2005 ◽

pp. 260-276 ◽

Author(s):

C. Stricker

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Martingale representation and nonlinear filtering equation for distribution-valued processes

Lecture Notes in Control and Information Sciences - Filtering and Control of Random Processes ◽

10.1007/bfb0006566 ◽

2005 ◽

pp. 111-137 ◽

Author(s):

H. Korezlioglu ◽

C. Martias

Keyword(s):

Nonlinear Filtering ◽

Martingale Representation

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Controle lineaire sous contrainte avec observation partielle

Lecture Notes in Control and Information Sciences - Filtering and Control of Random Processes ◽

10.1007/bfb0006574 ◽

2005 ◽

pp. 243-259

Author(s):

Monique Pontier ◽

Jacques Szpirglas

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Sur les proprietes markoviennes du processus de filtrage

Lecture Notes in Control and Information Sciences - Filtering and Control of Random Processes ◽

10.1007/bfb0006576 ◽

2005 ◽

pp. 277-293 ◽

Author(s):

Jacques Szpirglas

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Projective Markov processes

Lecture Notes in Control and Information Sciences - Filtering and Control of Random Processes ◽

10.1007/bfb0006559 ◽

2005 ◽

pp. 1-12

Author(s):

J. Aguilar-Martin

Keyword(s):

Markov Processes

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Equations du lissage non lineaire

Lecture Notes in Control and Information Sciences - Filtering and Control of Random Processes ◽

10.1007/bfb0006571 ◽

2005 ◽

pp. 206-218 ◽

Author(s):

E. Pardoux

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