DocumentCode
3029230
Title
Nonlinear Brownian functionals
Author
Hida, T.
Author_Institution
Nagoya University, Nagoya, Japan
Volume
2
fYear
1979
fDate
12-14 Dec. 1979
Firstpage
326
Lastpage
328
Abstract
we discuss the Wiener type expansion of a stochastic process which is formed by white noise (or by Brownion motion). Most interesting application appears in analysis of a solution to a bilinear stochastic differential equation as well as in nonlinear prediction problems arising there.
Keywords
Analysis of variance; Biology; Differential equations; Interference; Mathematics; Nonlinear equations; Stochastic processes; Stochastic resonance; Technological innovation; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the Symposium on Adaptive Processes, 1979 18th IEEE Conference on
Conference_Location
Fort Lauderdale, FL, USA
Type
conf
DOI
10.1109/CDC.1979.270190
Filename
4046418
Link To Document