scientific article; zbMATH DE number 3388297

Publication date 1971

Gaussian processes (60G15) Diffusion processes (60J60) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Foundations of stochastic processes (60G05)

Cited in

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Reverse-time diffusion equation models
Relationships between measures induced by Itô and white noise linear equations
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Complete classification of finite-dimensional estimation algebras of maximal rank
Approximation of estimators in the PCA of a stochastic process using B-splines
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The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
Inverse modeling of tracer flow via a mass conservative generalized multiscale finite volume/element method and stochastic collocation
An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods
Estimating the mean function of a Gaussian process and the Stein effect
Crosscorrelation between linearly and nonlinearly distorted versions of a given signal
On preservation of mean square continuity under zero memory non-linear transformations
A comparison of Kriging with nonparametric regression methods
Karhunen-Loève's truncation error for bivariate functions
Applications of empirical characteristic functions in some multivariate problems
A class of solvable nonlinear filters
Minimax estimation of continuous time deterministic signals in colored noise
Linear estimation of random fields with second-order increments and its application
Screening wells by multi-scale grids for multi-stage Markov chain Monte Carlo simulation
Reduced-order modelling of parameter-dependent, linear and nonlinear dynamic partial differential equation models
Infinite dimensional parameter identification for stochastic parabolic systems
A Bayesian framework for the validation of models for subsurface flows: synthetic experiments
Application of the two-stage Markov chain Monte Carlo method for characterization of fractured reservoirs using a surrogate flow model
On the instability of an oscillatory distributed parameter system
Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification
Multi-physics Markov chain Monte Carlo methods for subsurface flows
Multiscale finite element methods for porous media flows and their applications
A separation theorem for the stochastic sampled-data LQG problem
Random environments and stochastic calculus
Extinction and exponential growth in random environments
Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients
On the modelling and stability of a stochastic distributed parameter system
A prefetching technique for prediction of porous media flows
Estimation of the drift for diffusion process
A stochastic approach to multi-gene expression dynamics
Prediction of discretization of online GMsFEM using deep learning for Richards equation
Developing practical filters for non-linear systems using a new approach
Prediction of numerical homogenization using deep learning for the Richards equation
Computation of optimal controls of a stochastic van der Pol type oscillator
scientific article; zbMATH DE number 5190527 (Why is no real title available?)
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Smoothing algorithms for nonlinear finite-dimensional systems
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Power-law distribution of gene expression fluctuations
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Asymptotic normal distribution of multidimensional statistics of dependent random variables
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