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Hilbert Spaces Induced By Toeplitz Covariance Kernels, Mihaela Teodora Matache, Valentin Matache

Faculty Books and Monographs

This is a book chapter that appeared in Stochastic Theory and Control by Bozenna Pasik-Duncan (ed.).

This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was held at the Univ- sity of Kansas, 18–20 October 2001. This three-day event gathered a group of leading scholars in the ?eld of stochastic theory and control to discuss leading-edge topics of stochastic control, which include risk sensitive control, adaptive control, mathematics of ?nance, estimation, identi?cation, optimal control, nonlinear ?ltering, stochastic di?erential equations, stochastic p- tial di?erential equations, and stochastic theory and its …