摘要:

A stochastic linear model of the observation process v of Computer Axial Tomography(CAT) is introduced as

ISSN:0090-9491    

DOI:10.1080/17442508808833540

出版商:Gordon and Breach, Science Publishers, Inc    

年代:1988

数据来源: Taylor

摘要:

We study a problem in stochastic functional differential equations which, in addition to a standard one-one-parameter noise term involves a random perturbation of the memory. This problem can also be regarded as a first order hyperbolic system of stochastic partial differential equations with given initial data and nonlocal boundary data. Existence and uniqueness of a solution is established and the generator of the associated Markov process is analyzed. Thereafter, for two model problems arising from first- and second-order integro-differential equations suggested by physical applications we establish asymptotic stability in probability of the associated stochastic processes.

ISSN:0090-9491    

DOI:10.1080/17442508808833541

出版商:Gordon and Breach, Science Publishers, Inc    

年代:1988

数据来源: Taylor

摘要:

In the first part of this note we derive a lower bound for E\Ip(f)\mwhere Ip(f) is the multiple Wiener-Ito integral of the kernel f(t1,-.,tp), t∈T and T=[0, ∈). In the second part we consider the linear space H{Ip(f)) of the L2 functionals induced by the random variables {(Ip(f))m,meN}. For ≥ it is not known whether H{Ipf} is the same space of L2functionals which are measurable with respect to the subsigma field induced by the random variable Ip(f). In the final part of this note some special results concerning the conditional expectation on the Wiener space are derived. In particular, it is shown that the conditional expectation of a random variable belonging to an odd chaos given the even chaos is zero.

ISSN:0090-9491    

DOI:10.1080/17442508808833542

出版商:Gordon and Breach, Science Publishers, Inc    

年代:1988

数据来源: Taylor

ISSN:0090-9491    

DOI:10.1080/17442508808833539

出版商:Gordon and Breach Science Publishers, Inc    

年代:1988

数据来源: Taylor