Research on Multiparameter Stochastic Processes

Abstract

During the period of this grant, a number of problems on stochastic processes were studied. The principal achievements were: (1) The development of a theory of set-parametered martingales and an associated theory of stochastic integration. (2) The discovery of a class of nonlinear-filtering problems for which explicit solutions can be obtained. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 31, 1981
Accession Number
ADA109166

Entities

People

  • Elissa W.P. Wong

Organizations

  • University of California, Berkeley

Tags

Communities of Interest

  • Air Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Engineers
  • Filters
  • Filtration
  • Information Theory
  • Integrals
  • Linear Filtering
  • Military Research
  • Probability
  • Recursive Filters
  • Security
  • Stochastic Processes
  • Two Dimensional
  • Universities

Readers

  • Calculus or Mathematical Analysis
  • Research Science/Academic Research
  • Statistical inference.