On linear filtering under dependent white noises. (English) Zbl 0735.60043
Reviewer: M.Chaleyat-Maurel (Paris)
Found 129 Documents (Results 1–100)
Averaging in parabolic systems subject to weakly dependent random actions. The \(L_ 2\)-approach. (English. Russian original) Zbl 0741.60054
Ukr. Math. J. 43, No. 3, 279-286 (1991); translation from Ukr. Mat. Zh. 43, No. 3, 315-322 (1991).
A probabilistic construction of the heat kernel for the \(\bar {\partial{}}\)-Neumann problem on a strongly pseudoconvex Siegel domain. (English) Zbl 0768.35082
Reviewer: A.D.Borisenko (Kiev)
Schrödinger equation: Transverse analyticity of the density of the law of an additive functional. (Équation de Schrödinger: Analyticité transverse de la densité de la loi d’une fonctionnelle additive.) (French) Zbl 0745.60057
Reviewer: O.Hadžić (Novi Sad)
Stochastic calculus and degenerated operators of second order II: Dirichlet problem. (Calcul stochastique et opérateurs dégénérés du second ordre. II: Problème de Dirichlet.) (French) Zbl 0790.60048
Reviewer: A.Yu.Veretennikov (Moskva)
Realization of unitary \(q\)-white noise on Fock space. (English) Zbl 0821.60074
Heyer, Herbert (ed.), Probability measures on groups X. Proceedings of the tenth Oberwolfach conference, held November 4-10, 1990 in Oberwolfach, Germany. New York, NY: Plenum Publishing Corporation. 377-386 (1991).
Projection spectral theorem and its applications to the infinite- dimensional harmonic analysis. (English) Zbl 0815.60002
Itô, K. (ed.) et al., Gaussian random fields. Proceedings of the third Nagoya Lévy seminar, held in Nagoya, Japan, 15-20 August, 1990. Singapore: World Scientific. Ser. Probab. Stat. 1, 114-128 (1991).
Analysis of a cell population model with unequal division and random transition. (English) Zbl 0779.92012
Mathematical population dynamics. Proc. 2nd Int. Conf., New Brunswick/NJ (USA) 1989, Lect. Notes Pure Appl. Math. 131, 3-12 (1991).
Reviewer: G.F.Webb (Nashville)
Multi-parameter moving averages. (English) Zbl 0752.28008
Almost everywhere convergence II, Proc. 2nd Int. Conf., Evanston/IL (USA) 1989, 127-149 (1991).
Reviewer: A.A.Mekler (St.Petersburg)
Localization and intermittency: New results. (English) Zbl 0751.60059
Proc. Int. Congr. Math., Kyoto/Japan 1990, Vol. II, 1091-1103 (1991).
Reviewer: L.Pastur (Khar’kov)
MSC:
60H25
Random Schrödinger operators. (English) Zbl 0754.60064
Proc. Int. Congr. Math., Kyoto/Japan 1990, Vol. II, 1071-1074 (1991).
Semigroups defined by additive processes. (English) Zbl 0743.60035
Semigroup theory and evolution equations, Proc. 2nd Int. Conf., Delft/Neth. 1989, Lect. Notes Pure Appl. Math. 135, 463-482 (1991).
Reviewer: L.Smits
Existence and uniqueness theorem for semilinear stochastic evolution equation in the dual of a nuclear space. (Chinese. English summary) Zbl 0752.60051
MSC:
60H25
Lyapunov exponent and integral density of states for the general Sturm- Liouville operator with random coefficients (the strong potential). (Russian) Zbl 0795.60050
Ul’yanov, P. L. (ed.) et al., Functional and stochastic analysis and their applications. Moskva: Izdatel’stvo Moskovskogo Universiteta. 75-77 (1991).
Shift group for a weakly harmonizable process on a locally compact Abelian group. (English) Zbl 0796.60044
Reviewer: D.Dehay (Rennes)
On the approximation of solutions for random operator equations. (English) Zbl 0792.60059
MSC:
60H25
On the confinement property of two-dimensional Brownian motion among Poissonian obstacles. (English) Zbl 0753.60075
Reviewer: P.Salminen (Åbo)
Sobolev spaces of infinite order. (English. Russian original) Zbl 0782.46032
Russ. Math. Surv. 46, No. 6, 107-147 (1991); translation from Usp. Mat. Nauk 46, No. 6(282), 97-131 (1991).
Reviewer: S.G.Samko (Rostov-na-Donu)
The rotation number for stochastic Dirac operators and spectrum. (Chinese. English summary) Zbl 0745.60066
MSC:
60H25
Contraction principle for multiple series of Banach-valued independent random variables. (English. Russian original) Zbl 0751.60008
Vestn. Leningr. Univ., Math. 24, No. 3, 4-9 (1991); translation from Vestn. Leningr. Univ., Ser. I 1991, No. 3, 6-13 (1991).
Determinateness investigations for stochastic Schrödinger operators, modulated Gaussian and other random processes. (Determiniertheitsuntersuchungen an stochastischen Schrödingeroperatoren, modulierten Gaußschen und anderen Zufallsprozessen.) (German) Zbl 0741.60057
Bochum: Ruhr-Univ. Bochum, Fak. für Math. 127 S. (1991).
Spectral theory of random Schrödinger operators. A genetic introduction. (English) Zbl 0788.60076
Lecture Notes in Mathematics. 1498. Berlin: Springer-Verlag. 125 p. (1991).
Reviewer: L.Pastur (Khar’kov)
Measures and differential equations in infinite-dimensional space. (English) Zbl 0753.46027
Mathematics and Its Applications. Soviet Series. 76. Dordrecht etc.: Kluwer Academic Publishers. xv, 337 p. (1991).
Reviewer: W.Slowikowski (Aarhus)
Nonstationary curves in Hilbert spaces and nonlinear operator equations. (Russian) Zbl 0793.60073
Marchenko, V. A. (ed.), Operator theory, subharmonic functions. Collection of scientific works. Kiev: Naukova Dumka. 54-60 (1991).
Reviewer: A.Ya.Dorogovtsev (Kiev)
On weak solutions of stochastic evolution equations with unbounded coefficients. (English) Zbl 0798.60063
Doust, Ian (ed.) et al., Proceedings of the miniconference on probability and analysis, held at the University of New South Wales, Sydney, Australia, July 24-26, 1991. Canberra: Centre for Mathematics and Its Applications, Australian National University. Proc. Cent. Math. Appl. Aust. Natl. Univ. 29, 116-128 (1991).
Reviewer: F.Flandoli (Pisa)
Random processes with independent increments. Transl. from the Russian by P. V. Malyshev. (English) Zbl 0732.60081
Reviewer: W.-D.Richter (Rostock)
Probability in Banach spaces. Isoperimetry and processes. (English) Zbl 0748.60004
Ergebnisse der Mathematik und ihrer Grenzgebiete. 3. Folge, 23. Berlin etc.: Springer-Verlag. xii, 480 p. (1991).
Reviewer: S.A.Chobanjan (Tbilisi)
Semigroup theory with applications to systems and control. (English) Zbl 0727.47026
Pitman Research Notes in Mathematics Series, 246. Harlow: Longman Scientific & Technical; New York: John Wiley & Sons, Inc. 282 p. £22.99 (1991).
Reviewer: R.Alicki (Gdańsk)
Global smoothness preservation by multivariate approximation operators. (English) Zbl 0795.41011
Baron, S. (ed.) et al., Approximation, interpolation, and summability. In honor of Amnon Jakimovski on his sixty-fifth birthday. Proceedings of an international conference, held at Tel-Aviv University, Tel Aviv and Bar- Ilan University, Ramat-Gan, Israel, June 4-8, 1990. Providence, RI: American Mathematical Society. Isr. Math. Conf. Proc. 4, 31-44 (1991).
Reviewer: I.Raşa (Cluj-Napoca)
Behavior of the spectra of systems with slowly varying coefficients under small random perturbations. (Russian) Zbl 0739.34043
Reviewer: D.Jarušková (Praha)
Opérateurs uniformément sous-elliptiques sur les groupes de Lie. (Uniformly sub-elliptic operators on Lie groups). (French) Zbl 0734.58041
Reviewer: P.Godin (Bruxelles)
Localization estimates for off-diagonal disorder. (English) Zbl 0734.35163
Mathematics of random media, Proc. AMS-SIAM Summer Semin., Conf., Blacksburg/VA (USA) 1989, Lect. Appl. Math. 27, 391-406 (1991).
A linear approach for the nonlinear distributed parameter identification problem. (English) Zbl 0733.65098
Numerical methods for free boundary problems, Proc. Conf., Jyväskylä/Finl. 1990, ISNM 99, 401-411 (1991).
Reviewer: O.Titow (Berlin)
On topics in spectral and stochastic analysis for Schrödinger operators. (English) Zbl 0733.60088
Recent developments in quantum mechanics, Proc. Conf., Braşov/Rom. 1989, Math. Phys. Stud. 12, 223-242 (1991).
Reviewer: Wu Chengxun (Shanghai)
Theory of scattering by a Brownian particle. (English. Russian original) Zbl 0733.60086
Proc. Steklov Inst. Math. 184, 1-115 (1991); translation from Tr. Mat. Inst. Steklova 184, 5-104 (1990).
Reviewer: Y.P.Virchenko (Khar’kov)
The eigenfunction expansion of the solution for the nohomogeneous Sturm- Liouville problem containing white noise. (English) Zbl 0733.60083
Reviewer: K.S.Miller (Rye Brook)
Korovkin inequalities for stochastic processes. (English) Zbl 0733.60074
Reviewer: G.Kersting (Frankfurt/Main)
Contraction principle for multiple series of independent Banach-valued random elements. (Russian. English summary) Zbl 0733.60010
The behavior of phase trajectories of a linear oscillator under random parametric excitation. (English. Russian original) Zbl 0732.60072
Mosc. Univ. Mech. Bull. 46, No. 1, 37-40 (1991); translation from Vestn. Mosk. Univ., Ser. I 1991, No. 1, 92-97 (1991).
Reviewer: A.Ya.Dorogovtsev (Kiev)
Stochastically periodic solutions of differential equations with operator coefficients. (English. Russian original) Zbl 0732.60044
Ukr. Math. J. 43, No. 4, 451-457 (1991); translation from Ukr. Mat. Zh. 43, No. 4, 489-496 (1991).
Reviewer: A.Ya.Dorogovtsev (Kiev)
A Central limit theorem for Burgers equation. (English. Russian original) Zbl 0732.60033
Theor. Math. Phys. 88, No. 1, 678-682 (1991); translation from Teor. Mat. Fiz. 88, No. 1, 7-13 (1991).
Analysis of random particulate media via factorial functional expansions. (English) Zbl 0731.73008
Continuum models and discrete systems. Vol. 2, Interaction Mech. Math. Ser., 169-176 (1991).
A probabilistic framework for quantum processes observed continuously in time. (English) Zbl 0731.60102
Functional integration methods in stochastic quantum mechanics, Proc. Jt. Concordia-Sherbrooke Semin. Ser., Sherbrooke & Montréal/Québec (Can.) 1987, Suppl. Rend. Circ. Mat. Palermo, II. Ser. 25, 23-26 (1991).
Random eigenvalue problems for ordinary differential equations with random coefficients. (English) Zbl 0731.60056
Asymptotic normality of a solution of Burgers equations with random initial conditions. (Russian) Zbl 0731.60055
Reviewer: A.V.Bulinskij (Moskva)
Homogenization error estimates for random elliptic operators. (English) Zbl 0729.60060
Mathematics of random media, Proc. AMS-SIAM Summer Semin., Conf., Blacksburg/VA (USA) 1989, Lect. Appl. Math. 27, 285-291 (1991).
Reviewer: V.Yurinskij (Novosibirsk)
Supersymmetric quantum mechanics. (English) Zbl 0729.47067
Recent developments in quantum mechanics, Proc. Conf., Braşov/Rom. 1989, Math. Phys. Stud. 12, 299-327 (1991).
Diffusion approximation for a class of transport processes with physical reflection boundary conditions. (English) Zbl 0728.60082
Mathematics of random media, Proc. AMS-SIAM Summer Semin., Conf., Blacksburg/VA (USA) 1989, Lect. Appl. Math. 27, 151-162 (1991).
Reviewer: C.Costantini (Roma)
The mixed product of two dependent operator systems without continuity and martingale conditions. (Russian) Zbl 0728.60070
Reviewer: M.Iosifescu (Bucureşti)
Long-time behaviour of the stochastic Navier-Stokes equation. (English) Zbl 0728.60069
Reviewer: B.Schmalfuss
Infinite-dimensional Hamilton-Jacobi equations with large zeroth-order coefficient. (English) Zbl 0728.60068
Reviewer: K.Wickwire (Bedford)
Stochastic integration on the full Fock space with the help of a kernel calculus. (English) Zbl 0728.60060
Relative entropy and stability of stochastic semigroups. (English) Zbl 0727.60035
Reviewer: L.Pardo (Madrid)
Analysis on Wiener spaces. I: Nonlinear maps. (English) Zbl 0726.58012
Reviewer: D.Andrica (Cluj-Napoca)
Factoring spectral matrices in linear-quadratic models. (English) Zbl 0725.15015
Reviewer: Erich W. Ellers (Toronto)
The integral representation of the exponential product of stochastic semigroups. (English. Russian original) Zbl 0724.60079
Implicit renewal theory and tails of solutions of random equations. (English) Zbl 0724.60076
Reviewer: J.L.Teugels (Heverlee)
Averaging in parabolic systems subjected to weakly dependent random actions. The \(L_ 2\)-approach. (Russian) Zbl 0724.60071
Reviewer: M.Capinski (Kraków)
On the problem of stochastic differential inclusions. (English. Russian original) Zbl 0724.60066
A characterization of strong random Gaussian operators admitting an integral representation over a measure with independent values. (English. Russian original) Zbl 0724.60043
Aggregation methods of computing stationary distributions of Markov processes. (English) Zbl 0723.65037
Numerical treatment of eigenvalue problems. Vol. 5, Proc. Workshop, Oberwolfach/Germ. 1990, ISNM 96, 155-169 (1991).
Reviewer: G.Jumarie (Montreal)
A modified Prony algorithm for fitting functions defined by difference equations. (English) Zbl 0723.65006
Reviewer: M.Gaşpar (Iaşi)
Ornstein-Zernike decay in the ground state of the quantum Ising model in a strong transverse field. (English) Zbl 0723.60121
Characterization of states of infinite boson systems. II: On the existence of the conditional reduced density matrix. (English) Zbl 0723.60053
On the existence of occupation densities of stochastic integral processes via operator theory. (English) Zbl 0722.60080
Stochastic processes, Proc. Semin., Vancouver/Can. 1990, Prog. Probab. 24, 207-240 (1991).
Reviewer: P.Imkeller
Asymptotic confidence regions of stochastic approximation procedures in Hilbert spaces. (English) Zbl 0721.62080
Reviewer: V.Mammitzsch (Marburg)
The Rademacher cotype of operators from \(\ell ^ N_{\infty}\). (English) Zbl 0719.46008
Reviewer: H.König (Kiel)
On the approximation of solutions of stochastic differential inclusions. (English. Russian original) Zbl 0718.60064
J. Sov. Math. 53, No. 1, 44-48 (1991); translation from Teor. Sluchajnykh Protsessov 14, 43-48 (1986).
Asymptotic normality of the error of averaging elliptic boundary problems. (English. Russian original) Zbl 0778.60045
Sib. Math. J. 32, No. 4, 622-631 (1991); translation from Sib. Mat. Zh. 32, No. 4(188), 104-115 (1991).
MSC:
60H25
Spectrum of a random Schrödinger difference operator. (English. Russian original) Zbl 0781.60050
Math. Notes 50, No. 3, 935-938 (1991); translation from Mat. Zametki 50, No. 3, 81-86 (1991).
Mixed product of dependent operator stochastic systems in the absence of continuity and martingale conditions. (English. Russian original) Zbl 0774.60058
Theory Probab. Appl. 36, No. 2, 237-248 (1991); translation from Teor. Veroyatn. Primen. 36, No. 2, 236-246 (1991).
Asymptotical normality of a solution of Burgers’ equation with random initial data. (English. Russian original) Zbl 0774.60057
Theory Probab. Appl. 36, No. 2, 217-236 (1991); translation from Teor. Veroyatn. Primen. 36, No. 2, 217-235 (1991).
Itô’s formula and Lévy’s Laplacian. II. (English) Zbl 0712.60072
Reviewer: K.Saitô
The generating process of the Trotter product of stochastic semigroups. (English. Russian original) Zbl 0712.60070
J. Sov. Math. 53, No. 1, 98-100 (1991); translation from Teor. Sluchajnykh Protsessov 14, 94-96 (1986).
Diffusion equation techniques in stochastic monotonicity and positive correlations. (English) Zbl 0688.60062
A general random fixed point theorem for multivalued random operators. (Chinese. English summary) Zbl 0753.47033
On peculiarity of the \(p=2\) case among the \(p\)-state Ising-like models. (English) Zbl 0759.60103
Fixed point theorems for multifunctions with stochastic domain. (English) Zbl 0758.47047
Reviewer: M.S.Khan (Al-Khod)
Bernstein operators and finite exchangeability. (English) Zbl 0749.60010
Reviewer: P.Ressel (Eichstätt)
Pseudocomplémentation dans les espaces de Banach. (Pseudocomplementation in Banach spaces). (French) Zbl 0759.46022
Reviewer: T.Precupanu (Iaşi)
An example of a quantum exponential process. (English) Zbl 0738.60032
Reviewer: A.Boukas (Athens)
Asymptotic normality of eigenvalues of random ordinary differential operators. (English) Zbl 0737.60056
Asymptotic behaviour of the spectral interval of the Kolmogorov operators on the Wiener space. (Comportement asymptotique de l’intervalle spectral d’opérateurs de Kolmogorov sur l’espace de Wiener.) (French) Zbl 0749.60052
Reviewer: A.Badrikian (Aubière)
Spectral characterization of the Wold-Zasuhin decomposition and prediction-error operator. (English) Zbl 0745.60032
Reviewer: P.A.Morettin (São Paulo)
MSC:
60G10
Asymptotic study of eigenelements of a sequence of random selfadjoint operators. (English) Zbl 0737.60055
Un théorème ergodique stochastique pour certaines moyennes non décroissantes. (A stochastic ergodic theorem for some non decreasing average). (French) Zbl 0735.47004
Perturbations aléatoires de systèmes dynamiques unidimensionnels. (Random perturbation of one dimensional dynamical systems). (French) Zbl 0736.58019
Asymptotic normality of the averaging error for elliptic boundary value problems. (Russian) Zbl 0742.60060
Reviewer: A.V.Pozhidaev (Novosibirsk)
MSC:
60H25
Properties of spectra of systems with slowly varying coefficients and small random perturbations. (English. Russian original) Zbl 0789.34043
Differ. Equations 27, No. 10, 1208-1213 (1991); translation from Differ. Uravn. 27, No. 10, 1712-1720 (1991).
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