Stochastic Analysis, Filtering, and Stochastic Optimization [electronic resource] A Commemorative Volume to Honor Mark H. A. Davis's Contributions / edited by George Yin, Thaleia Zariphopoulou.

This volume is a collection of research works to honor the late Professor Mark H.A. Davis, whose pioneering work in the areas of Stochastic Processes, Filtering, and Stochastic Optimization spans more than five decades. Invited authors include his dissertation advisor, past collaborators, colleagues...

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