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SIAMCO
2000
124views more  SIAMCO 2000»
13 years 6 months ago
A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
The aim of this paper is to present a new approach to the filtering problem for the class of bilinear stochastic multivariable systems, consisting in searching for suboptimal state...
Francesco Carravetta, Alfredo Germani, Marat K. Sh...
JCB
2006
185views more  JCB 2006»
13 years 6 months ago
Bayesian Sequential Inference for Stochastic Kinetic Biochemical Network Models
As postgenomic biology becomes more predictive, the ability to infer rate parameters of genetic and biochemical networks will become increasingly important. In this paper, we expl...
Andrew Golightly, Darren J. Wilkinson
INFORMATICALT
2002
191views more  INFORMATICALT 2002»
13 years 6 months ago
Optimal Control of a Well-Stirred Bioreactor in the Presence of Stochastic Perturbations
We study the stochastic model for bioremediation in a bioreactor with ideal mixing. The dynamics of the examined system is described by stochastic differential equations. We consid...
Vadim Azhmyakov
CSDA
2008
122views more  CSDA 2008»
13 years 6 months ago
Bayesian inference for nonlinear multivariate diffusion models observed with error
Diffusion processes governed by stochastic differential equations (SDEs) are a well established tool for modelling continuous time data from a wide range of areas. Consequently, t...
Andrew Golightly, Darren J. Wilkinson
SIAMCO
2008
72views more  SIAMCO 2008»
13 years 6 months ago
Optimal Consumption in a Growth Model with the Cobb--Douglas Production Function
An optimal consumption problem is studied in a growth model for the Cobb-Douglas production function in a finite horizon. The problem is transfered into a stochastic Ramsey proble...
Hiroaki Morimoto, Xun Yu Zhou