Corrigendum and addendum to « Multifunctions on abstract measurable spaces and applications to stochastic decision theory »
✍ Scribed by C. J. Himmelberg; F. S. Van Vleck
- Book ID
- 112745981
- Publisher
- Springer
- Year
- 1979
- Tongue
- English
- Weight
- 206 KB
- Volume
- 119
- Category
- Article
- ISSN
- 0373-3114
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## Abstract We consider operator‐valued Riccati initial‐value problems of the form __R__′(__t__) + __TR__(__t__) + __R__(__t__)__T__ = __TA__(__t__) + __TB__(__t__)__R__(__t__) + __R__(__t__)__TC__(__t__) + __R__(__t__)__TD__(__t__)__R__(__t__), __R__(__0__) = __R__~0~. Here __A__ to __D__ and __R_
Analysis of stochastic processes governed by the Langevin equation is discussed. The analysis is based on a general method for non-parametric estimation of deterministic and random terms of the Langevin equation directly from given data. Separate estimation of the terms corresponds to decomposition