Conditional expectations associated with stochastic processes

DOI10.2140/pjm.1972.41.33zbMath0226.93029OpenAlexW2064570947MaRDI QIDQ2549301

R. A. Brooks

Publication date: 1972

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2140/pjm.1972.41.33

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (5)

Random-batch method for multi-species stochastic interacting particle systems ⋮ Randomized Milstein algorithm for approximation of solutions of jump-diffusion SDEs ⋮ Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information ⋮ Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control ⋮ On linear-quadratic Gaussian continuous-time Nash games

This page was built for publication: Conditional expectations associated with stochastic processes