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

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

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

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

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

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

ISSN:0736-2994    

DOI:10.1080/07362998608809076

出版商:Marcel Dekker, Inc.    

年代:1986

数据来源: Taylor