scientific article; zbMATH DE number 3388297

zbMATH Open0245.60001MaRDI QIDQ5657423FDOQ5657423

Publication date: 1971

Title of this publication is not available (Why is that?)

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 (only showing first 100 items - show all)

On preservation of mean square continuity under zero memory non-linear transformations
Karhunen-Loève's truncation error for bivariate functions
Screening wells by multi-scale grids for multi-stage Markov chain Monte Carlo simulation
On the instability of an oscillatory distributed parameter system
Multi-physics Markov chain Monte Carlo methods for subsurface flows
A separation theorem for the stochastic sampled-data LQG problem
Wong-Zakai approximations for stochastic differential equations with path-dependent coefficients
On the modelling and stability of a stochastic distributed parameter system
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
Properties of the maximal correlation function
An approximation of random field with a bounded discrete parameter space
Nearly optimal detection of known signals in correlated Gaussian noise
On the Cauchy problem of a delay stochastic differential equation of arbitrary (fractional) orders
Robust parameter estimation for stochastic differential equations
Stabilité d'un type élémentaire d'équations diffé rentielles stochastiques à bruits vectoriesl
An alternative approach to nonlinear filtering
Some properties of the log-likelihood ratio
Pathwise smoothing of Markov processes with noisy observations
The asymptoticp-stability of composite stochastic systems
An empirical study of stochastic differential equation models based on component importance level for open source software
ON THE RELATION BETWEEN FLUCTUATION AND SCALING-LAW IN GENE EXPRESSION TIME SERIES FROM YEAST TO HUMAN
Estimation of the Diffusion Coefficient Under Strong Mixing
Advancing wave equation analysis in dual-continuum systems: a partial learning approach with discrete empirical interpolation and deep neural networks
Stochastic analysis and control of physiological systems: Cancer detection and therapy
Contaminant transport forecasting in the subsurface using a Bayesian framework
Stochastic analysis of autoregulatory gene expression dynamics
A general Bayes rule and its application to nonlinear estimation
Complex random fields
Complete classification of finite-dimensional estimation algebras of maximal rank
A constructive approach to gene expression dynamics
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
A comparison of Kriging with nonparametric regression methods
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
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
Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification
Multiscale finite element methods for porous media flows and their applications
Random environments and stochastic calculus
Extinction and exponential growth in random environments
Estimation of the drift for diffusion process
A stochastic approach to multi-gene expression dynamics
A prefetching technique for prediction of porous media flows
On lie algebras and finite dimensional filtering
Title not available (Why is that?)
Computation of optimal controls of a stochastic van der Pol type oscillator
Dynkin's isomorphism theorem and the Ray-Knight theorems
Wong-Zakai approximations for stochastic differential equations
Likelihood ratios and transformation of probability associated with two-parameter Wiener processes
Identification of noisy distributed parameter systems using stochastic approximation†
Continuous-time approximations for the nonlinear filtering problem
A population's stationary distribution and chance of extinction in a stochastic environment with remarks on the theory of species packing
The Ornstein-Uhlenbeck process as a model for neuronal activity. I. Mean and variance of the firing time
Theoretical developments in discrete-time control
Problemes de temps d’arret optimal et inequations variationnelles paraboliques
Setwise convergence of solution measures of stochastic differential equations
Equivalent discrete optimal control problem for randomly sampled digital control systems
Optimum coding and decoding schemes for the transmission of a stochastic process over a continuous-time stochastic channel with partially unknown statisticst^†
A review on stochastic differential equations for applications in hydrology
Transmutation and linear stochastic estimation
Testing for non-Gaussianity on cosmic microwave background radiation: a review.
Explicit solutions to a class of nonlinear filtering problems
Toward explaining why events occur
Reliability computing and management considering the network traffic for a cloud computing
On a conjecture concerning population growth in random environment
Nonlinear filtering of a system of logistic equations
Mixed \(H_ 2| H_ \infty\) control in a stochastic framework
Sensitivity analysis of stochastic dynamical systems
An adaptive algorithm for optimal non-linear estimation in stochastic systems
On the Karhunen-Loeve expansion for transformed processes
Smoothing algorithms for nonlinear finite-dimensional systems
Probabilistic modeling of aerated lagoons: A comparison of methodologies
Mercer's spectral decomposition for the characterization of thermal parameters
Rapid quantification of uncertainty in permeability and porosity of oil reservoirs for enabling predictive simulation
Non-linear filtering with discontinuous observations and applications to life sciences
Characterization of a subclass of finite-dimensional estimation algebras with maximal rank. Application to filtering
Long-time behavior of solutions to a class of stochastic parabolic equations with homogeneous white noise: itô's case
An analysis of visual detection by temporal probability summation
Power-law distribution of gene expression fluctuations
Stochastic stability of coupled linear systems: a survey of methods and results
On the relationships between SVD, KLT and PCA
Estimation of stochastic volatility in the Hull-White model
Nonparametric drift estimation from ergodic samples
Asymptotic normal distribution of multidimensional statistics of dependent random variables
On the non-existence of stationary diffusions which satisfy the Benes condition
Asymptotic inference for dynamical systems observed with error
Maximum likelihood estimators for generalized Cauchy processes
On measure transformations for combined filtering and parameter estimation in discrete time
Multiscale finite element methods for stochastic porous media flow equations and application to uncertainty quantification
Remarks on the finite energy condition in additive white noise filtering
A stochastic analysis of the growth of competing microbial populations in a continuous biochemical reactor

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5657423)