Stochastics in Finite and Infinite Dimensions
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21

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Published By Birkhäuser Boston

9781461266433, 9781461201670

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Existence of a Strong Solution for an Integro-Differential Equation and Superposition of Diffusion Processes

Stochastics in Finite and Infinite Dimensions ◽

10.1007/978-1-4612-0167-0_18 ◽

2001 ◽

pp. 341-359

Author(s):

Yukio Ogura ◽

Matsuyo Tomisaki ◽

Masaaki Tsuchiya

Keyword(s):

Differential Equation ◽

Strong Solution ◽

Diffusion Processes ◽

Integro Differential Equation

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Interacting Particle Filtering with Discrete-Time Observations: Asymptotic Behaviour in the Gaussian Case

Stochastics in Finite and Infinite Dimensions ◽

10.1007/978-1-4612-0167-0_6 ◽

2001 ◽

pp. 101-122 ◽

Cited By ~ 1

Author(s):

Pierre Del Moral ◽

Jean Jacod

Keyword(s):

Asymptotic Behaviour ◽

Discrete Time ◽

Particle Filtering ◽

Interacting Particle ◽

Discrete Time Observations ◽

Gaussian Case

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Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering

Stochastics in Finite and Infinite Dimensions ◽

10.1007/978-1-4612-0167-0_4 ◽

2001 ◽

pp. 59-87 ◽

Cited By ~ 4

Author(s):

Amarjit Budhiraja ◽

Harold J Kushner

Keyword(s):

Monte Carlo ◽

Nonlinear Filtering ◽

Monte Carlo Algorithms ◽

Asymptotic Problems

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Random Iteration of I.I.D. Quadratic Maps

Stochastics in Finite and Infinite Dimensions ◽

10.1007/978-1-4612-0167-0_3 ◽

2001 ◽

pp. 49-58

Author(s):

K. B. Athreya ◽

R. N. Bhattacharya

Keyword(s):

Quadratic Maps ◽

Random Iteration

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On Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses

Stochastics in Finite and Infinite Dimensions ◽

10.1007/978-1-4612-0167-0_19 ◽

2001 ◽

pp. 361-377

Author(s):

K. R. Parthasarathy

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Method ◽

Likelihood Method ◽

Multiple Quantum

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Infinite Level Asymptotics of a Perturbative Chern-Simons Integral

Stochastics in Finite and Infinite Dimensions ◽

10.1007/978-1-4612-0167-0_16 ◽

2001 ◽

pp. 303-319 ◽

Cited By ~ 1

Author(s):

I. Mitoma

Keyword(s):

Chern Simons

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Numerical Solutions for a Class of SPDEs with Application to Filtering

Stochastics in Finite and Infinite Dimensions ◽

10.1007/978-1-4612-0167-0_13 ◽

2001 ◽

pp. 233-258 ◽

Cited By ~ 6

Author(s):

Thomas G. Kurtz ◽

Jie Xiong

Keyword(s):

Numerical Solutions

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Stochastic Linear Controlled Systems with Quadratic Cost Revisited

Stochastics in Finite and Infinite Dimensions ◽

10.1007/978-1-4612-0167-0_12 ◽

2001 ◽

pp. 207-232 ◽

Cited By ~ 1

Author(s):

N. V. Krylov

Keyword(s):

Controlled Systems ◽

Quadratic Cost ◽

Linear Controlled Systems

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Precise Gaussian Lower Bounds on Heat Kernels

Stochastics in Finite and Infinite Dimensions ◽

10.1007/978-1-4612-0167-0_1 ◽

2001 ◽

pp. 1-28

Author(s):

Shigeki Aida

Keyword(s):

Lower Bounds ◽

Heat Kernels

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Large Deviations for Double Itô Equations

Stochastics in Finite and Infinite Dimensions ◽

10.1007/978-1-4612-0167-0_20 ◽

2001 ◽

pp. 379-399

Author(s):

Victor Pérez-Abreu ◽

Constantin Tudor

Keyword(s):

Large Deviations

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