Title :
Nonlinear Brownian functionals
Author_Institution :
Nagoya University, Nagoya, Japan
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;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1979 18th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
DOI :
10.1109/CDC.1979.270190
