Stochastic Differential Systems I - Lecture Notes in Economics and Mathematical Systems
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Published By Springer Berlin Heidelberg

9783540063032, 9783642807596

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The Ito Integral

Stochastic Differential Systems I - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-80759-6_5 ◽

1973 ◽

pp. 86-114

Author(s):

A. V. Balakrishnan

Keyword(s):

Itô Integral ◽

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Linear Recursive Estimation

Stochastic Differential Systems I - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-80759-6_6 ◽

1973 ◽

pp. 115-162

Author(s):

A. V. Balakrishnan

Keyword(s):

Recursive Estimation

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System Identification

Stochastic Differential Systems I - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-80759-6_8 ◽

1973 ◽

pp. 192-222

Author(s):

A. V. Balakrishnan

Keyword(s):

System Identification

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Linear Stochastic Control

Stochastic Differential Systems I - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-80759-6_7 ◽

1973 ◽

pp. 163-191 ◽

Author(s):

A. V. Balakrishnan

Keyword(s):

Stochastic Control

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Radon-Nikodym Derivatives with Respect to Wiener Measure

Stochastic Differential Systems I - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-80759-6_4 ◽

1973 ◽

pp. 69-85

Author(s):

A. V. Balakrishnan

Keyword(s):

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Conditional Expectation and Martingale Theory

Stochastic Differential Systems I - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-80759-6_3 ◽

1973 ◽

pp. 47-68

Author(s):

A. V. Balakrishnan

Keyword(s):

Conditional Expectation ◽

Martingale Theory

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Preliminaries: Stochastic Processes

Stochastic Differential Systems I - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-80759-6_1 ◽

1973 ◽

pp. 1-10

Author(s):

A. V. Balakrishnan

Keyword(s):

Stochastic Processes

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Linear Stochastic Equations

Stochastic Differential Systems I - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-80759-6_2 ◽

1973 ◽

pp. 11-46

Author(s):

A. V. Balakrishnan

Keyword(s):

Stochastic Equations

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