Thyroiditis 发表于 2025-3-26 23:11:17
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The Nonlinear Filtering Problem,em of control approximations. In this chapter, we will be concerned with approximations for the nonlinear filtering problem. Suppose that we observe the noise corrupted data .(•) defined by ., where .(•) is a standard vector-valued Wiener process. Owing to the complexity and high dimension of the or包庇 发表于 2025-3-27 08:40:37
Weak Convergence: The Perturbed Test Function Method,white noise driven” Itô equations which were used there. For the singular perturbation problem of Chapter 4, with model (4.1.1), (4.1.2) with control .(·), the martingale method which was used to characterize the limit process can be roughly described as follows (see Theorem 4.1.2): We apply the dif悦耳 发表于 2025-3-27 09:56:40
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Stability Theory,tability. Of course, if the state spaces are bounded, then the cited assumptions are automatically satisfied. The deterministic specialization of the above cited tightness requirements is that the trajectories of interest (those of .(ּ) and/or x.(ּ)) be bounded on the time interval of interest. To削减 发表于 2025-3-28 09:17:55
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