Glitch
发表于 2025-3-21 16:05:47
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蒸发
发表于 2025-3-21 23:33:01
The Ito Formula, each . = 1, ... ,., or equivalently, if (.,..,) is a real-valued martingale with respect to (..) for every ., ∈ ... Here we use (,) to denote inner product in ... (.., ..) with .. = 0 (a.s.) is a .-dimensional, continuous ..-martingale if for every . ∈ .., (.,... is a continuous ..-martingale with
Indigence
发表于 2025-3-22 03:14:17
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易发怒
发表于 2025-3-22 05:43:57
The General Filtering Problem and the Stochastic Equation of the Optimal Filter (Part I),on of the optimal filter which will be derived in the later sections of this chapter. Let us recall that (.) is a complete probability space and (..) (t ∈ ..) is an increasing family of sub σ-fields of ., and that it will be assumed that all .-null sets belong to ℱ.. The following processes are give
博识
发表于 2025-3-22 10:25:54
Gaussian Solutions of Stochastic Equations,odel it has been seen that the observation process and the innovation (Wiener) process are connected by an equation of the kind studied in Chapter 8. When the observation process is Gaussian, we have an example of the equation which will now be considered. The theory of stochastic equations whose so
Gum-Disease
发表于 2025-3-22 16:16:31
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Postmenopause
发表于 2025-3-22 21:05:24
The Stochastic Equation of the Optimal Filter (Part II),.) for which the condition .is fulfilled. However, the filtering problem can be regarded as completely solved if we can derive from (8.4.22) a stochastic differential equation for the conditional probability distribution—or the condition probability density—of .. given, ℱ.. and if, furthermore, it c
防止
发表于 2025-3-23 00:34:05
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Dawdle
发表于 2025-3-23 02:48:53
Stochastic Processes: Basic Concepts and Definitions,d in detail in well-known standard textbooks, such as P. A. Meyer’s book, . . However, those proofs will be presented which are not available in existing books and are to be found scattered in the literature, or which discuss ideas specially relevant to our purpose.
vertebrate
发表于 2025-3-23 06:44:34
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