Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions -  - Books - Springer Nature Switzerland AG - 9783030985189 - April 23, 2022
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Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative Volume to Honor Mark H. A. Davis's Contributions 2022 edition

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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

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