Stochastics in Finite and Infinite Dimensions
In Honor of Gopinath Kallianpur
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Beschreibung
This volume commemorates the work of Gopinath Kallianpur, a leading
figure in diverse areas of probability and statistics, including
stochastic finance, Fisher consistent estimation, non-linear
prediction and filtering problems, zero-one laws for Gaussian
processes, and stochastic differential equations in infinite
dimensions. Consists of research articles written by leading experts
highlighting progress and new directions of research in these and
related areas. Dedicated to Kallianpur on the occasion of his seventy-
fifth birthday, this work will pay tribute to his multi-faceted
achievements and to the deep insight and inspiration he has so
graciously offered his students and colleagues throughout his career.
Autor*in
Takeyuki Hida
Themen in »Stochastics in Finite and Infinite Dimensions«
Gaussian process Kernel Likelihood Markov algorithm algorithms calculus differential equation filtering problem fluid mechanics mechanics partial differential equation statistics stochastic differential equation stochastics