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Measure Theory Applications to Stochastic Analysis

✍ Scribed by G. & KOLZOW, D. eds. KALLIANPUR

Book ID
127448409
Publisher
Springer-Verlag
Year
1978
Tongue
English
Weight
2 MB
Category
Library
ISBN
0387090983

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πŸ“œ SIMILAR VOLUMES

QUALITATIVE AND QUANTITATIVE ANALYSIS OF
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✍ J GRADIΕ EK; I GRABEC; S SIEGERT; R FRIEDRICH πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 521 KB

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

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✍ Valderrama, Mariano J. πŸ“‚ Article πŸ“… 1991 πŸ› John Wiley and Sons 🌐 English βš– 641 KB

## Abstract Alternative procedures for representing a stochastic signal as a denumerable series with uncorrelated terms are developed. The study includes considerations about parametric rescaling and its repercussions on the orthogonal expansion, as well as numerical techniques for approaching such