Titlebook: Applied Stochastic Analysis; Proceedings of a US- Ioannis Karatzas,Daniel Ocone Conference proceedings 1992 Springer-Verlag Berlin Heidelbe

書(shū)法

Exponential triangular cooling schedules for simulated annealing algorithms : A case study,

高腳酒杯

A numerical method for a calculus of variations problem with discontinuous integrand,

殺蟲(chóng)劑

An infinite-dimensional LP solution to control of a continuous, monotone process,

FOR

Numerical approximation for nonlinear filtering and finite-time observers,

etiquette

Averaging for martingale problems and stochastic approximation,

掙扎

cumulative

Applied Stochastic Analysis978-3-540-47017-5Series ISSN 0170-8643 Series E-ISSN 1610-7411

Pericarditis

choroid

expunge

Enzymes and Prodrugs Used for ADEPT,ndard Wiener process (.., ..), and the observation is given by ..=.... for an independent Wiener process .. and a small positive parameter ε. We describe a suboptimal filter and estimate its difference with the optimal one as ε → 0. It appears that the estimation of the two components of the signal involves two different time scales.