✦ LIBER ✦

Infinite-dimensional stochastic differential equations related to random matrices

✍ Scribed by Osada, Hirofumi

Book ID: 113043737
Publisher: Springer
Year: 2011
Tongue: English
Weight: 476 KB
Volume: 153
Category: Article
ISSN: 1432-2064
DOI: 10.1007/s00440-011-0352-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Parameter estimation in infinite-dimensi

Parameter estimation in infinite-dimensional stochastic differential equations

✍ Yoon Tae Kim 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 113 KB

When the observation process can be written as a Banach space-valued semimartingale form, we consider the statistical estimation of parameters occurring in it.

Stochastic Differential Equations in Inf

Stochastic Differential Equations in Infinite Dimensional Spaces || Foreword

✍ Balram S. Rajput and Jan Rosinski 📂 Article 📅 1995 🏛 Institute of Mathematical Statistics ⚖ 224 KB

A Series Approach to Stochastic Differen

A Series Approach to Stochastic Differential Equations with Infinite Dimensional Noise

✍ Onno van Gaans 📂 Article 📅 2005 🏛 SP Birkhäuser Verlag Basel 🌐 English ⚖ 285 KB

Stochastic Differential Equations in Inf

Stochastic Differential Equations in Infinite Dimensional Spaces || Front Matter

📂 Article 📅 1995 🏛 Institute of Mathematical Statistics ⚖ 87 KB

Stochastic Differential Equations in Inf

Stochastic Differential Equations in Infinite Dimensional Spaces || Back Matter

📂 Article 📅 1995 🏛 Institute of Mathematical Statistics ⚖ 68 KB

Foundations of stochastic differential e

Foundations of stochastic differential equations in infinite dimensional spaces

✍ Kiyosi Ito 📂 Library 📅 1987 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 684 KB

A systematic, self-contained treatment of the theory of stochastic differential equations in infinite dimensional spaces. Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and s