説明
Precise Gaussian Lower Bounds on Heat Kernels. - Feynman Integrals Associated with AlbeverioHoegh-Krohn and Laplace Transform Potentials. - Random Iteration of I. I. D. Quadratic Maps. - Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering. - A Covariant Quantum Stochastic Dilation Theory. - Interacting Particle Filtering with Discrete-Time Observations: Asymptotic Behaviour in the Gaussian Case. - Hidden Markov Chain Filtering for Generalised Bessel Processes. - On the Zakai Equation of Filtering with Gaussian Noise. - Prediction and Translation of Fractional Brownian Motions. - Time Maps in the Study of Feynman's Operational Calculus via Wiener and Feynman Path Integrals. - Two Applications of Reproducing Kernel Hilbert Spaces in Stochastic Analysis. - Stochastic Linear Controlled Systems with Quadratic Cost Revisited. - Numerical Solutions for a Class of SPDEs with Application to Filtering. - Nonlinear Diffusion Approximations of Queuing Networks. - On Equations of Stochastic Fluid Mechanics. - Infinite Level Asymptotics of a Perturbative Chern-Simons Integral. - Risk-Sensitive Dynamic Asset Management with Partial Information. - Existence of a Strong Solution for an Integro-Differential Equation and Superposition of Diffusion Processes. - On the Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses. - Large Deviations for Double Itô Equations. - The Domain of a Generator and the Intertwining Property. Language: English
-
ブランド:
Unbranded
-
カテゴリー:
教育
-
フォーマット:
Hardback
-
刊行日:
2000/10/23
-
アーティスト:
Takeyuki Hida
-
ページ数:
411
-
言語:
English
-
出版社 / レコード会社:
Birkhäuser
-
Fruugo ID:
338015284-741676543
-
ISBN:
9780817641375