scientific article; zbMATH DE number 3388297

Publication date 1971

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

Cited in

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Non-linear filtering with discontinuous observations and applications to life sciences
Asymptotic normal distribution of multidimensional statistics of dependent random variables
Estimating the mean function of a Gaussian process and the Stein effect
On the non-existence of stationary diffusions which satisfy the Benes condition
The boundary element method for stochastic potential problems
A comparison of Kriging with nonparametric regression methods
Setwise convergence of solution measures of stochastic differential equations
Minimax estimation of continuous time deterministic signals in colored noise
Linear estimation of random fields with second-order increments and its application
A review on stochastic differential equations for applications in hydrology
Toward explaining why events occur
Continuous-time approximations for the nonlinear filtering problem
Random environments and stochastic calculus
Properties of the maximal correlation function
An approximation of random field with a bounded discrete parameter space
A stochastic analysis of the growth of competing microbial populations in a continuous biochemical reactor
Nearly optimal detection of known signals in correlated Gaussian noise
On measure transformations for combined filtering and parameter estimation in discrete time
On the relationships between SVD, KLT and PCA
Reverse-time diffusion equation models
Some properties of the log-likelihood ratio
Pathwise smoothing of Markov processes with noisy observations
A population's stationary distribution and chance of extinction in a stochastic environment with remarks on the theory of species packing
A general Bayes rule and its application to nonlinear estimation
Extinction and exponential growth in random environments
Complex random fields
Computation of optimal controls of a stochastic van der Pol type oscillator
On preservation of mean square continuity under zero memory non-linear transformations
The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
An alternative approach to nonlinear filtering
Crosscorrelation between linearly and nonlinearly distorted versions of a given signal
On a conjecture concerning population growth in random environment
Mixed \(H_ 2| H_ \infty\) control in a stochastic framework
Dynkin's isomorphism theorem and the Ray-Knight theorems
Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering
A Bayesian framework for the validation of models for subsurface flows: synthetic experiments
Inverse modeling of tracer flow via a mass conservative generalized multiscale finite volume/element method and stochastic collocation
Karhunen-Loève's truncation error for bivariate functions
Robust parameter estimation for stochastic differential equations
An empirical study of stochastic differential equation models based on component importance level for open source software
Infinite dimensional parameter identification for stochastic parabolic systems
Theoretical developments in discrete-time control
The empirical process on Gaussian spherical harmonics.
Asymptotic inference for dynamical systems observed with error
Wong-Zakai approximations for stochastic differential equations
Screening wells by multi-scale grids for multi-stage Markov chain Monte Carlo simulation
Multi-physics Markov chain Monte Carlo methods for subsurface flows
Rapid quantification of uncertainty in permeability and porosity of oil reservoirs for enabling predictive simulation
An analysis of visual detection by temporal probability summation
A constructive approach to gene expression dynamics
A stochastic approach to multi-gene expression dynamics
Testing for non-Gaussianity on cosmic microwave background radiation: a review.
Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification
Contaminant transport forecasting in the subsurface using a Bayesian framework
Stochastic analysis of autoregulatory gene expression dynamics
Smoothing algorithms for nonlinear finite-dimensional systems
Reliability computing and management considering the network traffic for a cloud computing
Transmutation and linear stochastic estimation
Stochastic stability of coupled linear systems: a survey of methods and results
On the Karhunen-Loeve expansion for transformed processes
ON THE RELATION BETWEEN FLUCTUATION AND SCALING-LAW IN GENE EXPRESSION TIME SERIES FROM YEAST TO HUMAN
Mercer's spectral decomposition for the characterization of thermal parameters
Maximum likelihood estimators for generalized Cauchy processes
scientific article; zbMATH DE number 5190527 (Why is no real title available?)
Developing practical filters for non-linear systems using a new approach
Estimation of the drift for diffusion process
The asymptoticp-stability of composite stochastic systems
A class of solvable nonlinear filters
Nonparametric drift estimation from ergodic samples
Equivalent discrete optimal control problem for randomly sampled digital control systems
Stabilité d'un type élémentaire d'équations diffé rentielles stochastiques à bruits vectoriesl
Explicit solutions to a class of nonlinear filtering problems
Optimum coding and decoding schemes for the transmission of a stochastic process over a continuous-time stochastic channel with partially unknown statisticst^†
Sensitivity analysis of stochastic dynamical systems
Applications of empirical characteristic functions in some multivariate problems
On the modelling and stability of a stochastic distributed parameter system
Problemes de temps d’arret optimal et inequations variationnelles paraboliques
A separation theorem for the stochastic sampled-data LQG problem
Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
Identification of noisy distributed parameter systems using stochastic approximation†
Stochastic analysis and control of physiological systems: Cancer detection and therapy
Application of the two-stage Markov chain Monte Carlo method for characterization of fractured reservoirs using a surrogate flow model
An adaptive algorithm for optimal non-linear estimation in stochastic systems
Order-preserving random dynamical systems: equilibria, attractors, applications
Approximation of estimators in the PCA of a stochastic process using B-splines
Nonlinear filtering of a system of logistic equations
Complete classification of finite-dimensional estimation algebras of maximal rank
Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: itô's case
Estimation of stochastic volatility in the Hull-White model
On the Cauchy problem of a delay stochastic differential equation of arbitrary (fractional) orders
Reduced-order modelling of parameter-dependent, linear and nonlinear dynamic partial differential equation models
On lie algebras and finite dimensional filtering
On the instability of an oscillatory distributed parameter system
Estimation of the Diffusion Coefficient Under Strong Mixing
The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients
Prediction of numerical homogenization using deep learning for the Richards equation
Power-law distribution of gene expression fluctuations
Advancing wave equation analysis in dual-continuum systems: a partial learning approach with discrete empirical interpolation and deep neural networks
Prediction of discretization of online GMsFEM using deep learning for Richards equation

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