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TitleStochastics in Finite and Infinite Dimensions [electronic resource] : In Honor of Gopinath Kallianpur / edited by Takeyuki Hida, Rajeeva L. Karandikar, Hiroshi Kunita, Balram S. Rajput, Shinzo Watanabe, Jie Xiong
ImprintBoston, MA : Birkhรคuser Boston : Imprint: Birkhรคuser, 2001
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Descript XXXVI, 411 p. online resource


Precise Gaussian Lower Bounds on Heat Kernels -- Feynman Integrals Associated with Albeverioโ{128}{148}Hoegh-Krohn and Laplace Transform Potentials -- Random Iteration of I.I.D. Quadratic Maps -- Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering -- A Covariant Quantum Stochastic Dilation Theory -- Interacting Particle Filtering with Discrete-Time Observations: Asymptotic Behaviour in the Gaussian Case -- Hidden Markov Chain Filtering for Generalised Bessel Processes -- On the Zakai Equation of Filtering with Gaussian Noise -- Prediction and Translation of Fractional Brownian Motions -- Time Maps in the Study of Feynmanโ{128}{153}s Operational Calculus via Wiener and Feynman Path Integrals -- Two Applications of Reproducing Kernel Hilbert Spaces in Stochastic Analysis -- Stochastic Linear Controlled Systems with Quadratic Cost Revisited -- Numerical Solutions for a Class of SPDEs with Application to Filtering -- Nonlinear Diffusion Approximations of Queuing Networks -- On Equations of Stochastic Fluid Mechanics -- Infinite Level Asymptotics of a Perturbative Chern-Simons Integral -- Risk-Sensitive Dynamic Asset Management with Partial Information -- Existence of a Strong Solution for an Integro-Differential Equation and Superposition of Diffusion Processes -- On the Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses -- Large Deviations for Double Itรด Equations -- The Domain of a Generator and the Intertwining Property

Statistics Probabilities Statistics Statistical Theory and Methods Probability Theory and Stochastic Processes


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