Stochastic Analysis, Filtering, and Stochastic Optimization

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Stochastic Analysis, Filtering, and Stochastic Optimization is written by George Yin and published by Springer Nature. It's available with International Standard Book Number or ISBN identification 3030985199 (ISBN 10) and 9783030985196 (ISBN 13).

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, mentees, and graduate students of Professor Davis, as well as scholars who have worked in the above areas. Their contributions may expand upon topics in piecewise deterministic processes, pathwise stochastic calculus, martingale methods in stochastic optimization, filtering, mean-field games, time-inconsistency, as well as impulse, singular, risk-sensitive and robust stochastic control.