𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Functional canonical analysis for square integrable stochastic processes

✍ Scribed by Guozhong He; Hans-Georg Müller; Jane-Ling Wang

Book ID
108392081
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
260 KB
Volume
85
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Square-integrable solutions and Weyl fun
Square-integrable solutions and Weyl functions for singular canonical systems
✍ Jussi Behrndt; Seppo Hassi; Henk de Snoo; Rudi Wietsma 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 428 KB

## Abstract Boundary value problems for singular canonical systems of differential equations of the form are studied in the associated Hilbert space \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$L^2\_\Delta (\imath )$\end{document}. With the help of a monotonicity pr

Quadratic Control for Stochastic Systems
Quadratic Control for Stochastic Systems Defined by Evolution Operators and Square Integrable Martingales
✍ C. Tudor 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 505 KB

## Abstract The infinite dimensional version of the linear quadratic cost control problem is studied by Curtain and Pritchard [2], Gibson [5] by using Riccati integral equations, instead of differential equations. In the present paper the corresponding stochastic case over a finite horizon is consi