Mitter S.K., Moro A. (Eds.) Nonlinear Filtering and Stochastic Control

Springer. 1982. - 303 p.
This volume is a record of the lectures and seminars presented at the C.I.M.E. School on Nonlinear E'iltering and Stochastic Control, held at Cortona, Italy, during the period July 1-July 10, 1981. The school concerned itself with recent developments in stochastic partial differential equations, as well as theory and approximation methods for non-linear filtering and stochastic control.