Gaussian Processes: Nonlinear Analysis and Stochastic Calculus.

Abstract

This is a survey of recent work on nonlinear analysis and stochastic calculus for Gaussian processes. Topics included are multiple Wiener integrals for Gaussian processes and their use in nonlinear system representation and identification, and stochastic integrals for Gaussian processes and their differential formula. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1977
Accession Number
ADA054691

Entities

People

  • Stamatis Cambanis
  • Steel T. Huang

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Air Force
  • Calculus
  • Data Science
  • Differential Equations
  • Equations
  • Gaussian Processes
  • Information Science
  • Integrals
  • Nonlinear Analysis
  • Nonlinear Systems
  • North Carolina
  • Path Integrals
  • Probability
  • Random Variables
  • Scientific Research
  • Step Functions
  • Surveys

Fields of Study

  • Computer science

Readers

  • Approximation Theory.
  • Operations Research
  • Systems Analysis and Design