**Lectures on Stochastic Control and Nonlinear Filtering**

by M. H. A. Davis

**Publisher**: Tata Institute of Fundamental Research 1984**ISBN/ASIN**: 3540133437**ISBN-13**: 9783540133438**Number of pages**: 112

**Description**:

There are actually two separate series of lectures, on controlled stochastic jump processes and nonlinear filtering respectively, and the corresponding two parts of these notes are almost disjoint. They are united however, by the common philosophy of treating Markov processes by methods of stochastic calculus.

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