LIBROS DEL AUTOR: yury a kutoyants

2 resultados para LIBROS DEL AUTOR: yury a kutoyants

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  • Identification of Dynamical Systems with Small Noise
    Yury A. Kutoyants
    Small noise is a good noise. In this work, we are interested in the problems of estimation theory concerned with observations of the diffusion-type process Xo = Xo, 0 ~ t ~ T, (0. 1) where W is a standard Wiener process and St(’) is some nonanticipative smooth t function. By the observations X = {X , 0 ~ t ~ T} of this process, we will solve some t of...
    Disponible

    133,81 €

  • Statistical Inference for Ergodic Diffusion Processes
    Yury A. Kutoyants
    The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.   ...
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    157,52 €