1. |
Nonlinear filtering theory for coral/starfish and plant/herbivore interactions† |
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Stochastic Analysis and Applications,
Volume 4,
Issue 1,
1986,
Page 1-23
P.L. Antonelli,
R.J. Elliott,
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摘要:
Several nonlinear filtering problems associated with specific 4 dimensional differential equation models of coral/starfish or chemically mediated plant/herbivore population dynamics are studied. Extensive use is made of H. Kunita's backward Stratonovich calculus and stochastic partial differential equations theory to obtain exact solution measures of the Zakai and Kushner equations. The hypoellipticity problem is solved positively, so that these measures all possess c∞-densities. Thus, explicit formulas are obtained for the estimation of signal processes conditional on observational data. For example, biomass production/consumption processes are least squares estimated conditional on observations on the population dynamics of the producing and consuming units themselves.
ISSN:0736-2994
DOI:10.1080/07362998608809077
出版商:Marcel Dekker, Inc.
年代:1986
数据来源: Taylor
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2. |
Slochastic multicompartmental systems. a counting process approach for parameter estimation(°) |
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Stochastic Analysis and Applications,
Volume 4,
Issue 1,
1986,
Page 25-48
Maria Chiarolla,
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摘要:
A stochastic multicompartmental system is studied via martingale methods and stochastic integrals theory, by introducing the associated counting processes. Estimations of the transition parameters between compartments are given.
ISSN:0736-2994
DOI:10.1080/07362998608809078
出版商:Marcel Dekker, Inc.
年代:1986
数据来源: Taylor
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3. |
Stochastic analysis of transit systems |
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Stochastic Analysis and Applications,
Volume 4,
Issue 1,
1986,
Page 49-75
BalbirS. Dhillon,
SubramanyamN. Rayapati,
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摘要:
This paper presents two mathematical models representing on surface transit systems with general failure, towing and repair time distributions. The stochastic analysis is performed with the aid of the regeneration point technique. Laplace transforms of the state probabilities are obtained. A number of general formulas are developed for the transit system steady-state availability when one of the system transition rates is described by the Erlangian probability density function. Various plots of transit system steady-state availability are shown.
ISSN:0736-2994
DOI:10.1080/07362998608809079
出版商:Marcel Dekker, Inc.
年代:1986
数据来源: Taylor
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4. |
A class of transformed Markov processes |
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Stochastic Analysis and Applications,
Volume 4,
Issue 1,
1986,
Page 77-86
J. Gani,
Pyke Tin,
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摘要:
This paper considers some properties of a class of transformed Markov processes. The analogy with Whittle's relaxed Markov process is pointed out. Some applications of the transformed Markov processes to queueing networks are described
ISSN:0736-2994
DOI:10.1080/07362998608809080
出版商:Marcel Dekker, Inc.
年代:1986
数据来源: Taylor
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5. |
Periodic solutions of affine stochastic differential equations |
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Stochastic Analysis and Applications,
Volume 4,
Issue 1,
1986,
Page 87-110
T. Morozan,
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摘要:
We discuss the problem of the existence of periodic and stationary solutions of affine stochastic differential equations. We prove that under a controllability condition the system has a periodic solution if and only if the linear part is eyponentially stable in mean square.
ISSN:0736-2994
DOI:10.1080/07362998608809081
出版商:Marcel Dekker, Inc.
年代:1986
数据来源: Taylor
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6. |
Expectations of products of random quadratic forms |
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Stochastic Analysis and Applications,
Volume 4,
Issue 1,
1986,
Page 111-116
D.S. Tracy,
K.C. Jinadasa,
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摘要:
Soong [4] provides expressions for the expectation of quadratic forms in random vector X in terms of [ILM0001] We obtain the expectations of prodũcts of random quadratĩ[ctilde] forms
ISSN:0736-2994
DOI:10.1080/07362998608809082
出版商:Marcel Dekker, Inc.
年代:1986
数据来源: Taylor
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7. |
Editorial Board |
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Stochastic Analysis and Applications,
Volume 4,
Issue 1,
1986,
Page -
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PDF (48KB)
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ISSN:0736-2994
DOI:10.1080/07362998608809076
出版商:Marcel Dekker, Inc.
年代:1986
数据来源: Taylor
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