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Stochastic Analysis, Filtering, and Stochastic Optimization

A Commemorative Volume to Honor Mark H. A. Davis's Contributions

George Yin; Thaleia Zariphopoulou

978-3-030-98519-6

2022
Edition 1
- Consists of contributions from leading experts in these fields, former colleagues, graduate students, graduate advisor, and research associates of Professor Davis
- Compiles a body of research to honor the pioneering work of Professsor Mark H. A. Davis in Stochastic Processes, Filtering and Stochastic Optimization
- Includes significant advances on a range of topics, among others in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time inconsistency, impulse, singular, risk-sensitive and robust control
€240 €216
10% OFF

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