摘要:

In this paper we consider abstract Wiener space version of conditional Wiener integrals and establish formulas for evaluating conditional abstract Wiener integrals for various classes of functions on an abstract Wiener space. We then apply our formulas to evaluate certain Wiener integrals and conditional Wiener and Yeh-Wiener integrals

ISSN:0736-2994    

DOI:10.1080/07362998908809173

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

Mean square estimates are obtained for approximations to solutions of Zakai's equation which depend on the values of the observation process at the points of a regular partition in time

ISSN:0736-2994    

DOI:10.1080/07362998908809174

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

In this paper we study the stochastic global stability of a random feed-back system by using the theory of random Hammerstein operator equations involving compact operators and operators of type(M). Also, we present applications to random differential and integral equations

ISSN:0736-2994    

DOI:10.1080/07362998908809175

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

In this paper we study set valued random processes in discrete time and with values in a separable Banach space. We start with set valued martingales and prove various convergence and regularity results. Then we turn our attention to larger classes of set valued processes. So we introduce and study set valued amarts and set valued martingales in the limit. Finally we prove a useful property of the set valued conditional expectation

ISSN:0736-2994    

DOI:10.1080/07362998908809176

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

We analyse the approximately optimal control of queues in tandem with heterogeneous servers. The queues are assumed to be under heavy traffic. The controls are putting off/on various inputs and services. Discounted cost structure is considered. It is shown that the scaled controlled system converges weakly to controlled limit reflected diffusion. We also prove that the optimal polices for limit when adapted to the physical system is nearly optimal

ISSN:0736-2994    

DOI:10.1080/07362998908809177

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

摘要:

The aim of the present study is to present a sharper result concerning the almost sure convergence of a sequence of means of independent random elements in a Hilbert space. The results are applied to the theory of uniform convergence of fixed-bandwith density estimators

ISSN:0736-2994    

DOI:10.1080/07362998908809178

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor

ISSN:0736-2994    

DOI:10.1080/07362998908809172

出版商:Marcel Dekker, Inc.    

年代:1989

数据来源: Taylor