Processus Aleatoires a Deux Indices
Title | Processus Aleatoires a Deux Indices PDF eBook |
Author | H. Korezlioglu |
Publisher | Springer |
Pages | 283 |
Release | 2006-11-15 |
Genre | Science |
ISBN | 3540387188 |
Stochastic Analysis
Title | Stochastic Analysis PDF eBook |
Author | Eddy Mayer-Wolf |
Publisher | Academic Press |
Pages | 553 |
Release | 2014-05-10 |
Genre | Mathematics |
ISBN | 1483218708 |
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.
Martingale Hardy Spaces and their Applications in Fourier Analysis
Title | Martingale Hardy Spaces and their Applications in Fourier Analysis PDF eBook |
Author | Ferenc Weisz |
Publisher | Springer |
Pages | 228 |
Release | 2006-11-15 |
Genre | Mathematics |
ISBN | 3540482954 |
This book deals with the theory of one- and two-parameter martingale Hardy spaces and their use in Fourier analysis, and gives a summary of the latest results in this field. A method that can be applied for both one- and two-parameter cases, the so-called atomic decomposition method, is improved and provides a new and common construction of the theory of one- and two-parameter martingale Hardy spaces. A new proof of Carleson's convergence result using martingale methods for Fourier series is given with martingale methods. The book is accessible to readers familiar with the fundamentals of probability theory and analysis. It is intended for researchers and graduate students interested in martingale theory, Fourier analysis and in the relation between them.
Stopping Times and Directed Processes
Title | Stopping Times and Directed Processes PDF eBook |
Author | Gerald A. Edgar |
Publisher | Cambridge University Press |
Pages | 446 |
Release | 1992-08-28 |
Genre | Mathematics |
ISBN | 0521350239 |
A unified treatment of the theory of 'stopping times' for probability theorists and statisticians.
Probability Theory Subject Indexes from Mathematical Reviews
Title | Probability Theory Subject Indexes from Mathematical Reviews PDF eBook |
Author | American Mathematical Society |
Publisher | |
Pages | 492 |
Release | 1987 |
Genre | Mathematics |
ISBN |
Stochastic Spatial Processes
Title | Stochastic Spatial Processes PDF eBook |
Author | Petre Tautu |
Publisher | Springer |
Pages | 320 |
Release | 2006-11-14 |
Genre | Mathematics |
ISBN | 3540470530 |
Proceedings of a Conference held in Heidelberg, September 10 - 14, 1984
Ideas and Methods in Mathematical Analysis, Stochastics, and Applications: Volume 1
Title | Ideas and Methods in Mathematical Analysis, Stochastics, and Applications: Volume 1 PDF eBook |
Author | Sergio Albeverio |
Publisher | Cambridge University Press |
Pages | 528 |
Release | 1992-06-26 |
Genre | Mathematics |
ISBN | 9780521419291 |
A collection of essays by many of the closest co-workers of Raphael Høegh-Krohn.