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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 82, 2010 - Issue 1: Special issue on Filtering and Stochastic Control
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Preface to the special issue of Stochastics on filtering and stochastic control

Page 1 | Published online: 16 Feb 2010

This special issue of the journal Stochastics contains six refereed research articles on stochastic filtering and control resulting from the International Workshop on Filtering and Stochastic Control that took place at the University of Warwick (England) from 20 to 22 August 2007.

The workshop brought together several leading researchers in the field of stochastic control and filtering discussing recent developments in the theory but also placing emphasis on applications, in particular in financial mathematics.

We would like to thank those participants who have anonymously contributed to this volume as referees and we are grateful to the Engineering and Physical Sciences Research Council (UK) for co-funding the workshop.

EditorsSigurd Assing, Saul Jacka, Anastasia Papavasiliou

Warwick; 21 May 2009

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