1,721,533 research outputs found
Título: Vetus Testamentum iuxta septuaginta ex auctoritate Sixti V. Pont. Max. editum
No full textPreliminares en latín y texto en griegoSign.: a4, A-Z6, 2A-2Z6, 3A-3S6, 3T8Port. con esc. de Sixto
Directorium inquisitorum
No full textMarca tip. en portSign. : [cruz latina]\p8\s, 2[cruz latina]\p8\s, A-Z\p8\s, 2A-2X\p8\s, 2Y-2Z\p10\s, *\p4\s, A-K\p8\sTexto a dos colPortada a dos tintasEscudo xil. del papa Sixto V en port. de la segunda parteLitterae apostolicae diuersorum Romanorum Pontificum, con port. propi
Nonlinear Filtering of Partially Observed Systems arising in Singular Stochastic Optimal Control
Full text linkThis paper deals with a nonlinear filtering problem in which a
multi-dimensional signal process is additively affected by a process
whose components have paths of bounded variation. The presence of the process
prevents from directly applying classical results and novel estimates
need to be derived. By making use of the so-called reference probability
measure approach, we derive the Zakai equation satisfied by the unnormalized
filtering process, and then we deduce the corresponding Kushner-Stratonovich
equation. Under the condition that the jump times of the process do not
accumulate over the considered time horizon, we show that the unnormalized
filtering process is the unique solution to the Zakai equation, in the class of
measure-valued processes having a square-integrable density. Our analysis paves
the way to the study of stochastic control problems where a decision maker can
exert singular controls in order to adjust the dynamics of an unobservable
It\^o-process
- …
