Research in Stochastic Analysis and Its Applications

Abstract

Research was conducted and directed in the area of stochastic analysis and its applications in engineering, neurophysiology and oceanography by the principal investigators, S. Cambanis, G. Kallianpur and M.R. Leadbetter and their associates. A list of the main areas of research activity is as follows: Infinite dimensional stochastic differential equations, stochastic partial differential equations, nonlinear filtering, random fields, point processes and random measures, exchangeable processes, nonstationary processes, Gaussian and non-Gaussian processes, wavelet approximation of random signals, sampling designs for time series, random measures associated with high levels, limit theorems for random measures, parameter estimation under dependence.

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Document Details

Document Type
Technical Report
Publication Date
Dec 18, 1991
Accession Number
ADA248730

Entities

People

  • Gopinath Kallianpur
  • M. Ross Leadbetter
  • Stamatis Cambanis

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Normality
  • Computational Science
  • Data Science
  • Differential Equations
  • Equations
  • Ergodic Processes
  • Filtration
  • Fokker Planck Equations
  • Gaussian Processes
  • Information Science
  • Mathematics
  • Partial Differential Equations
  • Probability
  • Random Variables
  • Stationary Processes
  • Statistics
  • Stochastic Processes

Readers

  • Statistical inference.
  • Technical Research and Report Writing.