single 发表于 2025-3-28 17:32:23
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Alois M. J. Goiserlted for an up-to-date account. It is natural to ask what the impact of these developments might be on control theory for stochastic systems with noisy observations, since, as indicated by the "separation principle", filtering plays an essential part in the optimal control of such systems. In my talBiomarker 发表于 2025-3-29 06:44:31
Alois M. J. Goiseriable diffusions with unbounded coefficients. Sharp upper and lower bounds on the tail of conditional densities are also obtained. A methodology is described to treat these problems using classical p.d.e. methods applied to the "robust" version of the DMZ equation. Several examples are included.acrophobia 发表于 2025-3-29 07:34:41
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Alois M. J. Goiserto continuous or discrete parameter systems which are not quite diffusions but are, hopefully, close to a diffusion in some sense. For example, the input noise might be ‘wide-band’—but not ‘white-Gaussian’. Many approximation techniques have been developed and the typical results are of a weak conveCardioplegia 发表于 2025-3-29 19:47:01
Alois M. J. Goiseriable diffusions with unbounded coefficients. Sharp upper and lower bounds on the tail of conditional densities are also obtained. A methodology is described to treat these problems using classical p.d.e. methods applied to the "robust" version of the DMZ equation. Several examples are included.和平主义 发表于 2025-3-30 00:12:45
Alois M. J. Goiserd skew-symmetric matrices and x(t) into ℝ.. We are concerned with a class of stochastic processes (L.) a particular example of which is P. Lēvy‘s ‘stochastic area’ .We calculate the joint characteristic Sunction of W. and L. and based on this result give a sormula son sundamental solutions son the hCardioplegia 发表于 2025-3-30 05:13:24
Alois M. J. Goiserin the nonlinear filtering of diffusion processes to within O(n.), with n≥1 arbitrary, by n-fold ordinary integrals. The latter have the simple form of a "rectangular rule", but their accuracy is an order of magnitude better. The n-fold integral can be further decomposed into a recursion involving n