If you find any errors, or feel that there are serious omissions, or even just have some suggestions for improvements, please contact me by email and I shall endeavour to improve them!
I can be contacted as alanb.Kalman Filter.1.Lathe Work, postscript/PDF to gcode Translator Convert your postscript files to gcode suitable for controlling a CNC milling machine Notes on my lathes, which include a Hardinge HLV-H toolroom lathe, two Lorch Schmidt 4in plain lathes and two watchmaker's lathes (a WW pattern 8mm lathe.Exponential Martingales.Stochastic Calculus Notes, these notes provide a fairly complete elementary introduction to the basics of stochastic integration with respect to continuous semimartingales (not tamil font software for [email protected] just with respect to a Brownian Motion).The Dirichlet Problem.3.Rcll processes revisited.Stopping Times.Levy Characterisation of Brownian Motion.Integral for H in L and M in M_2.2.
Gronwall's Inequality.The Zakai Equation.7.Conditional Mean.2.The Stochastic Integral.1.Stochastic Processes.1.Extension of the Integral to L2(M).5.It may at the moment only be downloaded as postscript because it uses some home-made' metafonts, and I am unsure of the best way to distribute these for viewing by other people.Recent additions include: corrections to the path regularization theorem, an example of a local martingale which is not a martingale, existence and uniqueness of strong solutions of SDEs with lipshitz coefficient, an expanded section on exponential martingales, compensators of discontinuous processes.Gaussian Martingales.Ito's Formula.1.The Integral.1.My part III essay provides what aims to be a simple overview of the lace expansion and what it achieves.
Software (toms) Vol.,.
Discontinuous Stochastic Calculus.1.