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Measure Theory Applications to Stochastic Analysis

✍ Scribed by G. Kallianpur, D. Kölzow

Book ID
127453478
Publisher
Springer
Year
1979
Tongue
English
Weight
1 MB
Series
Lecture Notes in Mathematics
Edition
1
Category
Library
ISBN
3540090983

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📜 SIMILAR VOLUMES

QUALITATIVE AND QUANTITATIVE ANALYSIS OF
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✍ J GRADIŠEK; I GRABEC; S SIEGERT; R FRIEDRICH 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 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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## 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