Operator-theoretic solution of stochastic systems

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stochastic Economic Growth: An Operator-Theoretic Approach

For many years the trend in macroeconomics has been towards models which are both explicitly stochastic and explicitly dynamic. With these models, researchers seek to replicate and explain observable properties of the major economic time series. One manifestation of this trend towards stochastic dynamic modeling has been increasing use of the inherently dynamic models developed in the field of ...

متن کامل

Operator-Theoretic Identification of Closed Sub- Systems of Dynamical Systems

A central problem of dynamical systems theory is to identify a reduced description of the dynamical process one can deal easier. In this paper we present a systematic method of identifying those closed sub-systems of a given discrete time dynamical system in the frame of operator theory. It is shown that this problem is closely related to finding invariant sigma algebras of the dynamics. Index ...

متن کامل

Structured solution of stochastic DSSP systems

Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works, must be obtained from the Abstract Deterministically Synchronized Sequential Processes (DSSP) are essent...

متن کامل

Optimal State Estimation for Stochastic Systems: An Information Theoretic Approach

In this paper, we examine the problem of optimal state estimation or filtering in stochastic systems using an approach based on information theoretic measures. In this setting, the traditional minimum mean-square measure is compared with information theoretic measures, Kalman filtering theory is reexamined, and some new interpretations are offered. We show that for a linear Gaussian system, the...

متن کامل

Stochastic operator-splitting method for reaction-diffusion systems.

Many biochemical processes at the sub-cellular level involve a small number of molecules. The local numbers of these molecules vary in space and time, and exhibit random fluctuations that can only be captured with stochastic simulations. We present a novel stochastic operator-splitting algorithm to model such reaction-diffusion phenomena. The reaction and diffusion steps employ stochastic simul...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Mathematical Analysis and Applications

سال: 1980

ISSN: 0022-247X

DOI: 10.1016/0022-247x(80)90071-2