Titlebook: Stochastic Differential and Difference Equations; Imre Csiszár,György Michaletzky Conference proceedings 1997 Birkhäuser Boston 1997 Mathe

神圣将军

Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems,ameter dependent semilinear stochastic differential equation and the control is distributed. The linear term of the semi-linear stochastic differential equation arises from the infinitesimal generator of a .. semigroup. The noise for the stochastic differential equation is a distributed, cylindrical

租约

Geyser

General Setting for Stochastic Processes Associated with Quantum Fields, the trace processes connected to Gibbs random fields obtained in Euclidean Quantum Field Theory is discussed. For particular two-dimensional interactions the Markov property and continuity of paths of the corresponding trace processes have been obtained.

斜

包庇

,Parallel Numerical Solution of a Class of Volterra Integro—Differential Equations,quence of random times. The underlying stochastic process of a discrete-event system has to record the state of the system as it evolves over continuous time. The . provides a framework for specifying and analyzing stochastic processes underlying most kinds of discrete-event systems; see e.g., Glynn

carotid-bruit

使坚硬

Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis,riple [KK2] [Ku2]. A recent one is the construction by using weighted number operators in [Ku3] [Ku4]. The first purpose of this note is to create the big space by help of . whose generator is a weighted number operator. The process is called by I. Shigekawa [Sh] simply an Ornstein-Uhlenbeck process

单挑

事情

Axillary

A Maximal Inequality for the Skorohod Integral,ility condition. The space .. contains both the square integrable adapted processes and the processes in the Sobolev space ... Processes in .. are required to be twice weakly differentiable in the sense of the stochastic calculus of variations in points (.) such that . ∨ . ≥ ..