Mathematical Sciences: Asymptotics of Stochastic Processes  and Applications to Optimization, Filtering, Prediction and Artificial Intelligence
{'Code': '03040107', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Peter Arzberger', 'PO_EMAI': None, 'PO_PHON': None}
This research will study various aspects of the solutions of               nonlinear stochastic differential and difference equations.                     Among the problems to be viewed are the asymptotics and the                     distribution of the solutions to these equations.  An attempt                   will be made to find ways to estimate the coefficients of the                   equations.  A closely related problem of filtering will be                      considered as well.  Monte Carlo simulations and optimization                   will be employed.
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{'Name': 'University of California-Irvine', 'CityName': 'IRVINE', 'ZipCode': '926970001', 'PhoneNumber': '9498247295', 'StreetAddress': '160 ALDRICH HALL', 'StreetAddress2': None, 'CountryName': 'United States', 'StateName': 'California', 'StateCode': 'CA', 'CONGRESSDISTRICT': '47', 'CONGRESS_DISTRICT_ORG': 'CA47', 'ORG_UEI_NUM': 'MJC5FCYQTPE6', 'ORG_LGL_BUS_NAME': 'UNIVERSITY OF CALIFORNIA IRVINE', 'ORG_PRNT_UEI_NUM': 'MJC5FCYQTPE6'}
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[{'Code': '126300', 'Text': 'PROBABILITY'}, {'Code': '127100', 'Text': 'COMPUTATIONAL MATHEMATICS'}]
{'url': 'https://www.nsf.gov/awardsearch/download?DownloadFileName=1987&All=true', 'xml': '8701320.xml'}