Probability_Random_Variables_and_Stochastic_Processes

相关正态随机变量乘积的分布,文章详细介绍了两个正态分布随机变量乘积的概率分布函数和累积分布函数,附有详细的证明过程。

Poisson点过程驱动的多值随机微分方程，任佳刚，巫静，我们在假定极大多值算子的定义域为全空间的条件下，证明了Poisson点过程驱动的随机微分方程的解的存在唯一性。为此我们应用了判定�

This definitive textbook provides a solid introduction to discrete and continuous stochastic process

AFirstCourseinStochasticProcesses,SecondEdition.pdfSamuelKarlin,HowardM.Taylor

具有可乘白噪声的随机Zakharov格点动力系统的随机吸引子，周盛凡，白玉，本文旨在考虑具有可乘白噪声的随机Zakharov格点动力系统的渐近行为。首先,通过 Ornstein-Uhlenbeck 变

Probability-Dependent Gain-Scheduled Filtering for Stochastic Systems With Missing Measurements

Input-to-State Stabilization in Probability for Nonlinear Stochastic Systems Under Quantization Effe

SpringerUndergraduateMathematicsSeries(SUMS)SUMS12BasicStochasticProcesses--ACourseThroughExercises

从局部平均值重构弱平稳过程，宋占杰，孙文昌，我们证明每一个弱平稳过程都可以由局部平均值重构,并给出了重构误差.

STAT532 Reference Book Essentials of Stochastic Processes (2nd Edition)