An essentially self-contained treatment ideal for mathematicians, physicists or engineers whose research is connected with inverse problems.

This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments

This volume, which is dedicated to Heinz Langer, includes biographical material and carefully selected papers. Heinz Langer has made fundamental contributions t

Reflects the range of mathematical interests of Henry McKean, to whom it is dedicated.

The authors explain in this work a new approach to observing and controlling linear systems whose inputs and outputs are not fixed in advance. They cover a clas