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Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions 2022 edition
Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions
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.
466 pages, 40 Tables, color; 34 Illustrations, color; 16 Illustrations, black and white; XXVII, 466
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | April 23, 2022 |
| ISBN13 | 9783030985189 |
| Publishers | Springer Nature Switzerland AG |
| Pages | 466 |
| Dimensions | 166 × 242 × 34 mm · 902 g |
| Language | German |
| Editor | Yin, George |
| Editor | Zariphopoulou, Thaleia |