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Absolute continuity under flows generated by SDE with measurable drift coefficients 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2011, 卷号: 121, 期号: 10, 页码: 2393-2415
作者:  Luo, Dejun
收藏  |  浏览/下载:144/0  |  提交时间:2018/07/30
Stochastic differential equation  Strong solution  Density estimate  Limit theorem  Fokker-Planck equation  
Nonlinear filtering of semi-Dirichlet processes 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2009, 卷号: 119, 期号: 11, 页码: 3890-3913
作者:  Hu, Ze-Chun;  Ma, Zhi-Ming;  Sun, Wei
收藏  |  浏览/下载:215/0  |  提交时间:2018/07/30
Nonlinear filtering  Semi-Dirichlet forms  Filtering equations  Uniqueness of solutions  Wiener chaos expansions  Density equations