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A recursive stochastic integral equation for the detection of counting processes is derived from a previously known formula  of the likelihood ratio. This is done quite simply by using a result due to Doléans-Dade  on the solution of stochastic integral equations.
The theory of variational inequalities is applied to some special problems of elastic-plastic deformation.
General existence theorems for discrete optimal control problems are derived. It is assumed that dynamical equations of the system, as well as all control and state constraints, depend on the finite history of the system. All results are formulated in a general way in regular topological spaces....
The Broadwell model of the Boltzmann equation for a simple discrete velocity gas is investigated on two asymptotic problems. (a) The decay of solutions inx∈R ast→+∞. (b) The hydrodynamical limit in the compressible Euler level as the mean free path∈→0.
In this paper we consider the problem of determining the error covariance matrix (and hence the gain) in Kalman-Bucy filtering, utilizing the smallest possible number of time-invariant, first-order differential equations. The traditional method requires the solution of a matrix Riccati equation...
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