
Accession Number : AD0680051
Title : PROBABILITY AND STATISTICS.
Descriptive Note : Final rept.,
Corporate Author : MINNESOTA UNIV MINNEAPOLIS DEPT OF STATISTICS
Personal Author(s) : Kallianpur,G.
Report Date : 18 DEC 1968
Pagination or Media Count : 7
Abstract : Research on the derivation of stochastic differential equations in estimation and filtering problems in stochastic processes was completed. The system processes are continuous Markov processes with special emphasis on those which are solutions of a diffusion equation. The stochastic equation for the optimal filter is given not only in the form of an Ito differential equation but alternatively, as a differential equation of the 'FiskStratonovich' type. Other areas of research investigated under this grant are asymptotic properties of Bayes estimates for estimation problems with Markov process observations, distribution theory, ranking problems, prediction theory, stationary spectral measures and quasivariant measures. References to papers completed in the above areas are included. (Author)
Descriptors : (*STATISTICAL ANALYSIS, REPORTS), (*PROBABILITY, REPORTS), INFORMATION THEORY, DIFFERENTIAL EQUATIONS, STATISTICAL PROCESSES, STOCHASTIC PROCESSES, MULTIVARIATE ANALYSIS, DISTRIBUTION THEORY, DECISION THEORY, MEASURE THEORY, OPTIMIZATION
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE