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Stochastic Analysis, Filtering, and Stochastic Optimization - A Commemorative Volume to Honor Mark H. A. Davis's Contributions (Hardcover, 1st ed. 2022)
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Stochastic Analysis, Filtering, and Stochastic Optimization - A Commemorative Volume to Honor Mark H. A. Davis's Contributions (Hardcover, 1st ed. 2022)
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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.
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