翅膀拍动
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intertwine
发表于 2025-3-23 16:07:48
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欢呼
发表于 2025-3-23 21:45:43
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无可争辩
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Vulnerary
发表于 2025-3-24 03:20:02
https://doi.org/10.1007/978-3-662-02847-6Brownian motion; Differential Equations; Equations; Optimal Filtering; Stochastic Control; Stochastic cal
Expressly
发表于 2025-3-24 07:33:48
Springer-Verlag Berlin Heidelberg 1992
裂口
发表于 2025-3-24 11:12:13
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aspersion
发表于 2025-3-24 18:23:27
Ito Integrals,in equations of the form . where . and . are some given functions. Let us first concentrate on the case when the noise is 1-dimensional. It is reasonable to look for some stochastic process .. to represent the noise term, so that ..
Vulnerary
发表于 2025-3-24 19:47:29
Introduction,To convince the reader that stochastic differential equations is an important subject let us mention some situations where such equations appear and can be used:
丧失
发表于 2025-3-24 23:32:23
Some Mathematical Preliminaries,Having stated the problems we would like to solve, we now proceed to find reasonable mathematical notions corresponding to the quantities mentioned and mathematical models for the problems. In short, here is a first list of the notions that need a mathematical interpretation: