Eddy Mayer-Wolf & Ely Merzbach 
Stochastic Analysis [PDF ebook] 
Liber Amicorum for Moshe Zakai

समर्थन

Stochastic Analysis: Liber Amicorum for Moshe Zakai focuses on stochastic differential equations, nonlinear filtering, two-parameter martingales, Wiener space analysis, and related topics. The selection first ponders on conformally invariant and reflection positive random fields in two dimensions; real time architectures for the Zakai equation and applications; and quadratic approximation by linear systems controlled from partial observations. Discussions focus on predicted miss, review of basic sequential detection problems, multigrid algorithms for the Zakai equation, invariant test functions and regularity, and reflection positivity. The text then takes a look at a model of stochastic differential equation in Hubert spaces applicable to Navier Stokes equation in dimension 2; wavelets as attractors of random dynamical systems; and Markov properties for certain random fields. The publication examines the anatomy of a low-noise jump filter, nonlinear filtering with small observation noise, and closed form characteristic functions for certain random variables related to Brownian motion. Topics include derivation of characteristic functions for the examples, proof of the theorem, sequential quadratic variation test, asymptotic optimal filters, mean decision time, and asymptotic optimal filters. The selection is a valuable reference for researchers interested in stochastic analysis.

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भाषा अंग्रेज़ी ● स्वरूप PDF ● ISBN 9781483218700 ● संपादक Eddy Mayer-Wolf & Ely Merzbach ● प्रकाशक Elsevier Science ● प्रकाशित 2014 ● डाउनलोड करने योग्य 3 बार ● मुद्रा EUR ● आईडी 5733538 ● कॉपी सुरक्षा Adobe DRM
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