Stochastic Filtering at Saint-Flour [Paperback]

El Karoui: Les aspects probabilistes du contr?le stochastique.- Pardoux, Etienne: Filtrage non lin?aire et ?quations aux d?riv?es partielles stochastiques associ?es.- Yor, M.: Sur la th?orie du filtrage.

Founded in 1971, the Saint-Flour Probability Summer School is organised every year by the mathematics department of the Universit? Blaise Pascal at Clermont-Ferrand, France, and held in the pleasant surroundings of an 18th century seminary building in the city of Saint-Flour, located in the French Massif Central, at an altitude of 900 m.

It attracts a mixed audience of up to 70 PhD students, instructors and researchers interested in probability theory, statistics, and their applications, and lasts 2 weeks. Each summer it provides, in three high-level courses presented by international specialists, a comprehensive study of some subfields in probability theory or statistics. The participants thus have the opportunity to interact with these specialists and also to present their own research work in short lectures.