عنوان

Stochastics in finite and infinite dimensions :

شابک

1461201675

شابک

1461266432

شابک

9781461201670

شابک

9781461266433

شماره

b539485

عنوان اصلي

Stochastics in finite and infinite dimensions :

نام عام مواد

[Book]

ساير اطلاعات عنواني

in honor of Gopinath Kallianpur

نام نخستين پديدآور

Takeyuki Hida [and others], editors.

محل نشرو پخش و غیره

New York

نام ناشر، پخش کننده و غيره

Springer Science

تاریخ نشرو بخش و غیره

2001

نام خاص و کميت اثر

(xxxvi, 410 pages :) : illustrations.

عنوان فروست

Trends in mathematics

متن يادداشت

Precise Gaussian Lower Bounds on Heat Kernels.- Feynman Integrals Associated with Albeverio-Hoegh-Krohn and Laplace Transform Potentials.- Random Iteration of I.I.D. Quadratic Maps.- Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering.- A Covariant Quantum Stochastic Dilation Theory.- Interacting Particle Filtering with Discrete-Time Observations: Asymptotic Behaviour in the Gaussian Case.- Hidden Markov Chain Filtering for Generalised Bessel Processes.- On the Zakai Equation of Filtering with Gaussian Noise.- Prediction and Translation of Fractional Brownian Motions.- Time Maps in the Study of Feynman's Operational Calculus via Wiener and Feynman Path Integrals.- Two Applications of Reproducing Kernel Hilbert Spaces in Stochastic Analysis.- Stochastic Linear Controlled Systems with Quadratic Cost Revisited.- Numerical Solutions for a Class of SPDEs with Application to Filtering.- Nonlinear Diffusion Approximations of Queuing Networks.- On Equations of Stochastic Fluid Mechanics.- Infinite Level Asymptotics of a Perturbative Chern-Simons Integral.- Risk-Sensitive Dynamic Asset Management with Partial Information.- Existence of a Strong Solution for an Integro-Differential Equation and Superposition of Diffusion Processes.- On the Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses.- Large Deviations for Double Ito Equations.- The Domain of a Generator and the Intertwining Property.

موضوع مستند نشده

Dimensions.

موضوع مستند نشده

Stochastic processes.

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Takeyuki Hida [and others], editors.

مستند نام اشخاص تاييد نشده

G Kallianpur

مستند نام اشخاص تاييد نشده

Takeyuki Hida

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y