Accession Number:

ADA109166

Title:

Research on Multiparameter Stochastic Processes

Descriptive Note:

Final rept. 1 Sep 78-31 Aug 81

Corporate Author:

CALIFORNIA UNIV BERKELEY ELECTRONICS RESEARCH LAB

Personal Author(s):

Report Date:

1981-08-31

Pagination or Media Count:

5.0

Abstract:

During the period of this grant, a number of problems on stochastic processes were studied. The principal achievements were 1 The development of a theory of set-parametered martingales and an associated theory of stochastic integration. 2 The discovery of a class of nonlinear-filtering problems for which explicit solutions can be obtained. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE