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Polynomial Inequalities on Measurable Sets and Their Applications II. Weighted Measures

✍ Scribed by Michael I. Ganzburg


Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
251 KB
Volume
106
Category
Article
ISSN
0021-9045

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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 the decomposit