Verfügbarkeit: Stochastic filtering at Saint-Flour | Technische Universität München

Stochastic filtering at Saint-Flour: [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)]

Gespeichert in:

Bibliographische Detailangaben
Beteiligte Personen:	El Karoui, Nicole (VerfasserIn), Pardoux, Etienne 1947- (VerfasserIn), Yor, Marc 1949-2014 (VerfasserIn)
Format:	Buch
Sprache:	Französisch
Veröffentlicht:	Heidelberg [u.a.] Springer 2012
Schriftenreihe:	Probability at Saint-Flour
Schlagwörter:	Filterung > Stochastik Aufsatzsammlung
Links:	http://deposit.dnb.de/cgi-bin/dokserv?id=3902711&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027058057&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Beschreibung:	Literaturangaben
Umfang:	VII, 305 S. 24 cm
ISBN:	9783642254291 3642254292

Internformat

MARC


LEADER	00000nam a2200000 c 4500
001	BV041616955
003	DE-604
005	20140213
007	t\|
008	140131s2012 gw \|\|\|\| 00\|\|\| fre d
016	7		\|a 1016561164 \|2 DE-101
020			\|a 9783642254291 \|9 978-3-642-25429-1
020			\|a 3642254292 \|9 3-642-25429-2
035			\|a (OCoLC)915397698
035			\|a (DE-599)DNB1016561164
040			\|a DE-604 \|b ger \|e rakddb
041	0		\|a fre
044			\|a gw \|c XA-DE-BE
049			\|a DE-11
082	0		\|a 519.23 \|2 22/ger
084			\|a SK 800 \|0 (DE-625)143256: \|2 rvk
084			\|a 510 \|2 sdnb
100	1		\|a El Karoui, Nicole \|e Verfasser \|0 (DE-588)171251814 \|4 aut
245	1	0	\|a Stochastic filtering at Saint-Flour \|b [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] \|c Nicole El Karoui ; Etienne Pardoux ; Marc Yor
264		1	\|a Heidelberg [u.a.] \|b Springer \|c 2012
300			\|a VII, 305 S. \|c 24 cm
336			\|b txt \|2 rdacontent
337			\|b n \|2 rdamedia
338			\|b nc \|2 rdacarrier
490	0		\|a Probability at Saint-Flour
500			\|a Literaturangaben
650	0	7	\|a Filterung \|g Stochastik \|0 (DE-588)4121267-8 \|2 gnd \|9 rswk-swf
655		7	\|a Aufsatzsammlung \|2 gnd \|9 rswk-swf
689	0	0	\|a Filterung \|g Stochastik \|0 (DE-588)4121267-8 \|D s
689	0	1	\|a Aufsatzsammlung \|A f
689	0		\|5 DE-604
700	1		\|a Pardoux, Etienne \|d 1947- \|e Verfasser \|0 (DE-588)111361117 \|4 aut
700	1		\|a Yor, Marc \|d 1949-2014 \|e Verfasser \|0 (DE-588)120628635 \|4 aut
856	4	2	\|m X:MVB \|q text/html \|u http://deposit.dnb.de/cgi-bin/dokserv?id=3902711&prov=M&dok_var=1&dok_ext=htm \|3 Inhaltstext
856	4	2	\|m DNB Datenaustausch \|q application/pdf \|u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027058057&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA \|3 Inhaltsverzeichnis
943	1		\|a oai:aleph.bib-bvb.de:BVB01-027058057

Datensatz im Suchindex

_version_	1819378740604436480
adam_text	IMAGE 1 TABLE OF CONTENTS SUR LA THEORIE DU FILTRAGE 1 M.YOR 1. CADRE DE L ETUDE 2 2. PROJECTION D UNE (F, ) SEMI-MARTINGALE SUR LA FILTRATION (G T ) 3 3. OBJET DE LA SUITE DE L ETUDE 15 4. LE CAS H = 1 16 5. ETUDE DE QUELQUES EXEMPLES AVEC H # 1 28 6. EN GUISE DE CONCLUSION 34 BIBLIOGRAPHIE 36 LES ASPECTS PROBABILISTES DU CONTROLE STOCHASTIQUE 43 N. EL KAROUI CHAPITRE 0 INTRODUCTION 51 CHAPITRE I GENERALITES SUR LE CONTROLE STOCHASTIQUE 54 CHAPITRE II ARRET OPTIMAL 71 CHAPITRE III CONTROLE CONTINU DANS UN MODELE FORTEMENT DOMINE 147 APPENDICE 199 BIBLIOGRAPHIE 203 FILTRAGE NON LINEAIRE ET EQUATIONS AUX DERIVEES PARTIELLES STOCHASTIQUES ASSOCIEES 209 E. PARDOUX INTRODUCTION 213 CHAPITRE 1 LE PROBLEME DU FILTRAGE STOCHASTIQUE 215 CHAPITRE 2 LES EQUATIONS DU FILTRAGE NON LINEAIRE, DE LA PREDICTION ET DU LISSAGE 221 CHAPITRE 3 EQUATIONS AUX DERIVEES PARTIELLES STOCHASTIQUES. APPLICATIONS A L EQUATION DE ZAKAI 243 CHAPITRE 4 CONTINUITE DU FILTRE PAR RAPPORT A L OBSERVATION 256 CHAPITRE 5 DEUX APPLICATIONS DU CALCUL DE MALLIAVIN AU FILTRAGE NON LINEAIRE 262 CHAPITRE 6 FILTRES DE DIMENSION FINIE ET FILTRES DE DIMENSION FINIE APPROCHES 284 BIBLIOGRAPHIE 300 BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1016561164 DIGITALISIERT DURCH
any_adam_object	1
author	El Karoui, Nicole Pardoux, Etienne 1947- Yor, Marc 1949-2014
author_GND	(DE-588)171251814 (DE-588)111361117 (DE-588)120628635
author_facet	El Karoui, Nicole Pardoux, Etienne 1947- Yor, Marc 1949-2014
author_role	aut aut aut
author_sort	El Karoui, Nicole
author_variant	k n e kn kne e p ep m y my
building	Verbundindex
bvnumber	BV041616955
classification_rvk	SK 800
ctrlnum	(OCoLC)915397698 (DE-599)DNB1016561164
dewey-full	519.23
dewey-hundreds	500 - Natural sciences and mathematics
dewey-ones	519 - Probabilities and applied mathematics
dewey-raw	519.23
dewey-search	519.23
dewey-sort	3519.23
dewey-tens	510 - Mathematics
discipline	Mathematik
format	Book
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01914nam a2200457 c 4500</leader><controlfield tag="001">BV041616955</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20140213 </controlfield><controlfield tag="007">t\|</controlfield><controlfield tag="008">140131s2012 gw \|\|\|\| 00\|\|\| fre d</controlfield><datafield tag="016" ind1="7" ind2=" "><subfield code="a">1016561164</subfield><subfield code="2">DE-101</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9783642254291</subfield><subfield code="9">978-3-642-25429-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">3642254292</subfield><subfield code="9">3-642-25429-2</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)915397698</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)DNB1016561164</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">fre</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">gw</subfield><subfield code="c">XA-DE-BE</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-11</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.23</subfield><subfield code="2">22/ger</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 800</subfield><subfield code="0">(DE-625)143256:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">510</subfield><subfield code="2">sdnb</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">El Karoui, Nicole</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)171251814</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stochastic filtering at Saint-Flour</subfield><subfield code="b">[reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)]</subfield><subfield code="c">Nicole El Karoui ; Etienne Pardoux ; Marc Yor</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Heidelberg [u.a.]</subfield><subfield code="b">Springer</subfield><subfield code="c">2012</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VII, 305 S.</subfield><subfield code="c">24 cm</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Probability at Saint-Flour</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Literaturangaben</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Filterung</subfield><subfield code="g">Stochastik</subfield><subfield code="0">(DE-588)4121267-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="a">Aufsatzsammlung</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Filterung</subfield><subfield code="g">Stochastik</subfield><subfield code="0">(DE-588)4121267-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Aufsatzsammlung</subfield><subfield code="A">f</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Pardoux, Etienne</subfield><subfield code="d">1947-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)111361117</subfield><subfield code="4">aut</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Yor, Marc</subfield><subfield code="d">1949-2014</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)120628635</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">X:MVB</subfield><subfield code="q">text/html</subfield><subfield code="u">http://deposit.dnb.de/cgi-bin/dokserv?id=3902711&prov=M&dok_var=1&dok_ext=htm</subfield><subfield code="3">Inhaltstext</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">DNB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027058057&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027058057</subfield></datafield></record></collection>
genre	Aufsatzsammlung gnd
genre_facet	Aufsatzsammlung
id	DE-604.BV041616955
illustrated	Not Illustrated
indexdate	2024-12-20T16:50:39Z
institution	BVB
isbn	9783642254291 3642254292
language	French
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-027058057
oclc_num	915397698
open_access_boolean
owner	DE-11
owner_facet	DE-11
physical	VII, 305 S. 24 cm
publishDate	2012
publishDateSearch	2012
publishDateSort	2012
publisher	Springer
record_format	marc
series2	Probability at Saint-Flour
spellingShingle	El Karoui, Nicole Pardoux, Etienne 1947- Yor, Marc 1949-2014 Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] Filterung Stochastik (DE-588)4121267-8 gnd
subject_GND	(DE-588)4121267-8
title	Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)]
title_auth	Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)]
title_exact_search	Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)]
title_full	Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] Nicole El Karoui ; Etienne Pardoux ; Marc Yor
title_fullStr	Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] Nicole El Karoui ; Etienne Pardoux ; Marc Yor
title_full_unstemmed	Stochastic filtering at Saint-Flour [reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)] Nicole El Karoui ; Etienne Pardoux ; Marc Yor
title_short	Stochastic filtering at Saint-Flour
title_sort	stochastic filtering at saint flour reprint of lectures originally published in the lecture notes in mathematics volumes 876 1981 and 1464 1991
title_sub	[reprint of lectures originally published in the Lecture Notes in Mathematics volumes 876 (1981) and 1464 (1991)]
topic	Filterung Stochastik (DE-588)4121267-8 gnd
topic_facet	Filterung Stochastik Aufsatzsammlung
url	http://deposit.dnb.de/cgi-bin/dokserv?id=3902711&prov=M&dok_var=1&dok_ext=htm http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027058057&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT elkarouinicole stochasticfilteringatsaintflourreprintoflecturesoriginallypublishedinthelecturenotesinmathematicsvolumes8761981and14641991 AT pardouxetienne stochasticfilteringatsaintflourreprintoflecturesoriginallypublishedinthelecturenotesinmathematicsvolumes8761981and14641991 AT yormarc stochasticfilteringatsaintflourreprintoflecturesoriginallypublishedinthelecturenotesinmathematicsvolumes8761981and14641991

Verfügbarkeit

‌

Inhaltsverzeichnis