Filters
Filtering of stochastic delayed differential equations in Hilbert spaces
Some recent results on filtering for infinite-dimensional Gaussian processes and their applications to linear SPDEs, driven by Gauss-Volterra processes and fractional Brownian motions, are summarized and slightly e...
Statistics and probability
- 2021 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Linear Stochastic Differential Equations Driven by Gauss-Volterra Processes and Related Linear-Quadratic Control Problems
and infinite time horizons. The equations are bilinear in the state and the noise process where the noise is a scalar Gauss-Volterra process. TheGauss-Volterra noise processes are obtained from t...
Statistics and probability
- 2019 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Stochastic evolution equations with Volterra noise
Volterra processes are continuous stochastic processes as driving processes of linear stochastic PDEs are studied. Examples of such processes are the fractional Brownian motion, multifractional Brownian mo...
Statistics and probability
- 2017 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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SPDEs with Volterra Noise
Recent results on linear stochastic partial differential equations driven by Volterra processes with linear or bilinear noise are briefly reviewed and partially extended. In the linear case, existence and regularity properties of st...
Statistics and probability
- 2018 •
- D •
- Link
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D - Stať ve sborníku
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Numerical Solution of Volterra Equations Applied in Electron-Molecule Collision Calculations
We describe an application of Volterra-kind integral equations in the context of low-energy electron-molecule scattering. Particular case of e?N2 process is investigated....
BG - Jaderná, atomová a molekulová fyzika, urychlovače
- 2010 •
- D
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D - Stať ve sborníku
Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise
Large-time behavior of solutions to stochastic evolution equations driven by two-sided regular cylindrical Volterra processes is studied. The solution of the solution process are found and an example for which these conditi...
Statistics and probability
- 2018 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Generalized Volterra spaces
In this paper we deals with a general concept of classification of subsets of a topological space X with respect to a given nonempty system E of subsets of the topological space. Using system E, the notions of E-Volterra and weakly E-Vol...
BA - Obecná matematika
- 2013 •
- Jx •
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Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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Characterization of Volterra spaces
In this paper we deal with a characterization of weak Volterra and Volterra spaces which is based on a general concept derived from a given nonempty system E of nonempty subsets of a topological space. It is shown that a system of a...
BA - Obecná matematika
- 2013 •
- Jx •
- Link
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Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
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Asymptotics of Two-boundary First-exit-time Densities for Gauss-Markov Processes
The problem of escape times from a region confined by two time-dependent boundaries is considered for a class of Gauss-Markov processes. Asymptotic approximations and asymptotically periodic boundaries are obtained firstly for the O...
Applied mathematics
- 2019 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Existence and uniqueness of solutions of Volterra integrodifferential equations with an unbounded delay I.
There are established conditions of existence and uniqueness of solutions of Volterra integrodifferential equationsin singular points...
BA - Obecná matematika
- 2008 •
- D
Rok uplatnění
D - Stať ve sborníku
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