Book contents
- Frontmatter
- Dedication
- Contents
- Figures
- Tables
- Preface
- Acronyms
- General Notations
- 1 Probability Theory and Random Variables
- 2 Random Variables: Conditioning, Convergence and Simulation
- 3 An Introduction to Stochastic Processes
- 4 Stochastic Calculus and Diffusion Processes
- 5 Numerical Solutions to Stochastic Differential Equations
- 6 Non-linear Stochastic Filtering and Recursive Monte Carlo Estimation
- 7 Non-linear Filters with Gain-type Additive Updates
- 8 Improved Numerical Solutions to SDEs by Change of Measures
- 9 Evolutionary Global Optimization via Change of Measures: A Martingale Route
- 10 COMBEO–A New Global Optimization Scheme By Change of Measures
- Appendix A (Chapter 1)
- Appendix B (Chapter 2)
- Appendix C (Chapter 3)
- Appendix D (Chapter 4)
- Appendix E (Chapter 5)
- Appendix F (Chapter 6)
- Appendix G (Chapter 7)
- Appendix H (Chapter 8)
- Appendix I (Chapter 9)
- References
- Bibliography
- Index
General Notations
Published online by Cambridge University Press: 08 February 2018
- Frontmatter
- Dedication
- Contents
- Figures
- Tables
- Preface
- Acronyms
- General Notations
- 1 Probability Theory and Random Variables
- 2 Random Variables: Conditioning, Convergence and Simulation
- 3 An Introduction to Stochastic Processes
- 4 Stochastic Calculus and Diffusion Processes
- 5 Numerical Solutions to Stochastic Differential Equations
- 6 Non-linear Stochastic Filtering and Recursive Monte Carlo Estimation
- 7 Non-linear Filters with Gain-type Additive Updates
- 8 Improved Numerical Solutions to SDEs by Change of Measures
- 9 Evolutionary Global Optimization via Change of Measures: A Martingale Route
- 10 COMBEO–A New Global Optimization Scheme By Change of Measures
- Appendix A (Chapter 1)
- Appendix B (Chapter 2)
- Appendix C (Chapter 3)
- Appendix D (Chapter 4)
- Appendix E (Chapter 5)
- Appendix F (Chapter 6)
- Appendix G (Chapter 7)
- Appendix H (Chapter 8)
- Appendix I (Chapter 9)
- References
- Bibliography
- Index
Summary
- Type
- Chapter
- Information
- Stochastic Dynamics, Filtering and Optimization , pp. xxxv - xxxviiiPublisher: Cambridge University PressPrint publication year: 2017