Stochastic Analysis, Filtering, and Stochastic Optimization
A Commemorative Volume to Honor Mark H. A. Davis's Contributions
George Yin editor Thaleia Zariphopoulou editor
Format:Hardback
Publisher:Springer Nature Switzerland AG
Published:23rd Apr '22
Should be back in stock very soon
This hardback is available in another edition too:
- Paperback£109.99(9783030985219)
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.
ISBN: 9783030985189
Dimensions: unknown
Weight: unknown
466 pages
1st ed. 2022