Probability methods for approximations in stochastic control and for elliptic equations

@inproceedings{SARASON2007ProbabilityMF,
  title={Probability methods for approximations in stochastic control and for elliptic equations},
  author={DONALD SARASON and Harold J. Kushner},
  year={2007}
}
Krein, and the technicalities are more involved, but the general features of the solutions are similar to those for Krein's problem. The reviewer is in the uncomfortable position of not being an expert in prediction theory, the main topic of the book under review. Rather, I am someone who was brought up in Hardy spaces and developed a curiosity about how they get involved with prediction theory. For such a person the book is almost ideal. I imagine the same would be true for someone reared in… CONTINUE READING
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