Umfang:
Online-Ressource (XXXVI, 411 p, online resource)
ISBN:
9781461201670
Serie:
Trends in Mathematics
Inhalt:
Precise Gaussian Lower Bounds on Heat Kernels -- Feynman Integrals Associated with Albeverio—Hoegh-Krohn and Laplace Transform Potentials -- Random Iteration of I.I.D. Quadratic Maps -- Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering -- A Covariant Quantum Stochastic Dilation Theory -- Interacting Particle Filtering with Discrete-Time Observations: Asymptotic Behaviour in the Gaussian Case -- Hidden Markov Chain Filtering for Generalised Bessel Processes -- On the Zakai Equation of Filtering with Gaussian Noise -- Prediction and Translation of Fractional Brownian Motions -- Time Maps in the Study of Feynman’s Operational Calculus via Wiener and Feynman Path Integrals -- Two Applications of Reproducing Kernel Hilbert Spaces in Stochastic Analysis -- Stochastic Linear Controlled Systems with Quadratic Cost Revisited -- Numerical Solutions for a Class of SPDEs with Application to Filtering -- Nonlinear Diffusion Approximations of Queuing Networks -- On Equations of Stochastic Fluid Mechanics -- Infinite Level Asymptotics of a Perturbative Chern-Simons Integral -- Risk-Sensitive Dynamic Asset Management with Partial Information -- Existence of a Strong Solution for an Integro-Differential Equation and Superposition of Diffusion Processes -- On the Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses -- Large Deviations for Double Itô Equations -- The Domain of a Generator and the Intertwining Property.
Weitere Ausg.:
ISBN 9781461266433
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe ISBN 978-146-126-643-3
Sprache:
Englisch
DOI:
10.1007/978-1-4612-0167-0
URL:
Volltext
(lizenzpflichtig)
Mehr zum Autor:
Hida, Takeyuki 1927-2017
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