这本书是为纪念已故教授马克·H·a·戴维斯（Mark H.a.Davis）而收集的研究作品，他在随机过程、过滤和随机优化领域的开创性工作跨越了50多年。受邀作者包括他的论文导师、过去的合作者、同事、学员、戴维斯教授的研究生，以及在上述领域工作过的学者。他们的贡献可以扩展到分段确定性过程、路径随机演算、随机优化中的鞅方法、滤波、平均场对策、时间不一致性，以及脉冲、奇异、风险敏感和鲁棒随机控制。
Stochastic Analysis, Filtering, and Stochastic Optimization
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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