Commodious
发表于 2025-3-23 10:49:53
Homogeneous Markov Processes with a Countable Number of States,ate by a number . = 0, 1, … . We suppose that the process of the transition of the system from one state into another is caused by chance and obeys the laws described in (1.9), (1.10) with transition probabilities . We shall call ξ(.), . ≥ 0 a ..
最高峰
发表于 2025-3-23 15:44:04
Branching Processes,me . is, independently of the past (up to time s), transformed into . particles with probability .(.), . = 0, 1, …. We will characterize the state of the process at time . by the total number ξ(.) of particles existing at this moment (we do not exclude the possibility . =∞).
exceed
发表于 2025-3-23 18:21:22
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有罪
发表于 2025-3-23 22:19:40
Some Problems of Optimal Estimation,to be estimated with the help of the values ξ(t), 0 ≤ . ≤.. Assume, we are given the random process ξ(t), . ≥ 0, but we do not know the drift θ. = Mθ(.), . ≥ 0. The deviation of ξ from the expectation Mξ(.) is described by the standard Wiener process ..
不可侵犯
发表于 2025-3-24 05:50:32
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abysmal
发表于 2025-3-24 10:21:21
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contrast-medium
发表于 2025-3-24 11:16:54
0939-1169 for a brief introduction to this theory is far from being simple. This introduction to the theory of random processes uses mathematical models that are simple, but have some importance for applications. We consider different processes, whose development in time depends on some random factors. The fu
语源学
发表于 2025-3-24 17:13:55
The Stochastic Ito Integral and Stochastic Differentials,e stochastic measure .(Δ) with the properties described in (8.1) – (8.5) has the mean value . where for each Δ = (.] the random variable .(Δ) is measurable with respect to the σ-algebra of events . and does not depend on the σ-algebra of events . . up to time ..
FILTH
发表于 2025-3-24 19:19:23
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Hypomania
发表于 2025-3-25 01:40:38
Stochastic Measures and Integrals,turn out to be not differentiable. In the theory of random processes we apply the theory of stochastic analysis and stochastic differential equations, the basic element of which is the ., which we shall deal with now.