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:

Stochastic Analysis, Filtering, and Stochastic Optimization cover

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