Ebook422 pages8 hours
Stochastic Analysis: Liber Amicorum for Moshe Zakai
Rating: 0 out of 5 stars
()
About this ebook
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.
Related to Stochastic Analysis
Related ebooks
Spin Waves and Magnetic Excitations Rating: 2 out of 5 stars2/5Chronological Developments of Wireless Radio Systems before World War II Rating: 0 out of 5 stars0 ratingsSpectroscopy of Crystals Containing Rare Earth Ions Rating: 0 out of 5 stars0 ratingsWireless Communications Over Rapidly Time-Varying Channels Rating: 0 out of 5 stars0 ratingsKohonen Maps Rating: 0 out of 5 stars0 ratingsDifferential Equations with Applications to Mathematical Physics Rating: 0 out of 5 stars0 ratingsCharge Density Waves in Solids Rating: 0 out of 5 stars0 ratingsElectronic Phase Transitions Rating: 0 out of 5 stars0 ratingsVibrations and Waves: Part B: Waves Rating: 0 out of 5 stars0 ratingsStatistics for Geoscientists Rating: 0 out of 5 stars0 ratingsCoupled Nonlinear Oscillators Rating: 0 out of 5 stars0 ratingsArtificial Neural Networks and Statistical Pattern Recognition: Old and New Connections Rating: 0 out of 5 stars0 ratingsThe Quantum Dissidents: Rebuilding the Foundations of Quantum Mechanics (1950-1990) Rating: 0 out of 5 stars0 ratingsMagnetism and Metallurgy of Soft Magnetic Materials Rating: 0 out of 5 stars0 ratingsNonlinear Electromagnetics Rating: 0 out of 5 stars0 ratingsThe Theory of Auger Transitions Rating: 0 out of 5 stars0 ratingsCarrier Scattering in Metals and Semiconductors Rating: 0 out of 5 stars0 ratingsVariable Phase Approach to Potential Scattering by F Calogero Rating: 0 out of 5 stars0 ratingsThe Theory of Splines and Their Applications: Mathematics in Science and Engineering: A Series of Monographs and Textbooks, Vol. 38 Rating: 0 out of 5 stars0 ratingsAnalysis, et Cetera: Research Papers Published in Honor of Jürgen Moser's 60th Birthday Rating: 0 out of 5 stars0 ratingsApplied Automata Theory Rating: 0 out of 5 stars0 ratingsAdvances in Analysis: The Legacy of Elias M. Stein (PMS-50) Rating: 0 out of 5 stars0 ratingsFestkörper Probleme XI: Advances in Solid State Physics Rating: 0 out of 5 stars0 ratingsWavelets: A Tutorial in Theory and Applications Rating: 0 out of 5 stars0 ratingsSurveys in General Topology Rating: 0 out of 5 stars0 ratingsTopology for Analysis Rating: 4 out of 5 stars4/5Positive Operators Rating: 0 out of 5 stars0 ratingsElastic Strain Fields and Dislocation Mobility Rating: 0 out of 5 stars0 ratingsSolutions In Action Rating: 0 out of 5 stars0 ratings
Mathematics For You
Real Estate by the Numbers: A Complete Reference Guide to Deal Analysis Rating: 0 out of 5 stars0 ratingsMy Best Mathematical and Logic Puzzles Rating: 5 out of 5 stars5/5The Little Book of Mathematical Principles, Theories & Things Rating: 3 out of 5 stars3/5Standard Deviations: Flawed Assumptions, Tortured Data, and Other Ways to Lie with Statistics Rating: 4 out of 5 stars4/5Calculus Made Easy Rating: 4 out of 5 stars4/5Quantum Physics for Beginners Rating: 4 out of 5 stars4/5A Mind for Numbers | Summary Rating: 4 out of 5 stars4/5Algebra I Workbook For Dummies Rating: 3 out of 5 stars3/5Basic Math & Pre-Algebra For Dummies Rating: 4 out of 5 stars4/5Alan Turing: The Enigma: The Book That Inspired the Film The Imitation Game - Updated Edition Rating: 4 out of 5 stars4/5Precalculus: A Self-Teaching Guide Rating: 5 out of 5 stars5/5Algebra - The Very Basics Rating: 5 out of 5 stars5/5Flatland Rating: 4 out of 5 stars4/5The Math Book: From Pythagoras to the 57th Dimension, 250 Milestones in the History of Mathematics Rating: 3 out of 5 stars3/5The Thirteen Books of the Elements, Vol. 1 Rating: 0 out of 5 stars0 ratingsThe Everything Guide to Algebra: A Step-by-Step Guide to the Basics of Algebra - in Plain English! Rating: 4 out of 5 stars4/5The Everything Everyday Math Book: From Tipping to Taxes, All the Real-World, Everyday Math Skills You Need Rating: 5 out of 5 stars5/5Geometry For Dummies Rating: 5 out of 5 stars5/5Introducing Game Theory: A Graphic Guide Rating: 4 out of 5 stars4/5Sneaky Math: A Graphic Primer with Projects Rating: 0 out of 5 stars0 ratingsGame Theory: A Simple Introduction Rating: 4 out of 5 stars4/5The Golden Ratio: The Divine Beauty of Mathematics Rating: 5 out of 5 stars5/5Mental Math Secrets - How To Be a Human Calculator Rating: 5 out of 5 stars5/5ACT Math & Science Prep: Includes 500+ Practice Questions Rating: 3 out of 5 stars3/5Relativity: The special and the general theory Rating: 5 out of 5 stars5/5How Not To Be Wrong | Summary Rating: 5 out of 5 stars5/5
Reviews for Stochastic Analysis
Rating: 0 out of 5 stars
0 ratings
0 ratings0 reviews
Book preview
Stochastic Analysis - Eddy Mayer-Wolf
Enjoying the preview?
Page 1 of 1