Stochastic Differential Equation Theory Applied to Wireless Channels
β Scribed by Tao Feng; Field, T.R.; Haykin, S.
- Book ID
- 114610274
- Publisher
- IEEE
- Year
- 2007
- Tongue
- English
- Weight
- 181 KB
- Volume
- 55
- Category
- Article
- ISSN
- 0090-6778
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π SIMILAR VOLUMES
This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the
Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the moment and almost sure sta
A transformation is introduced to e!ectively remove level e!ects, i.e. the state dependency of the di!usion function, in a restricted class of multivariate stochastic di!erential equations such that the general continuous}discrete-time nonlinear "ltering problem may be solved using new or existing i