Stochastic Differential and Difference Equations

Inbunden, Engelska, 1997

Av Imre Csizar, Imre Csiszar, Gy. Michaletzky, Gyorgy Michaletzky, Imre Csiszar, Gy Michaletzky, Hungary) Michaletzky, Gy (both of The Academy of Sciences, Budapest

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This volume contains a selection of papers presented at the Conference on Stochastic Differential and Difference Equations held in Hungary, August 1996. The papers cover a wide range of contemporary topics in stochastics with particular reference to control theory.

Produktinformation

Utgivningsdatum1997-08-19
Mått160 x 241 x 26 mm
Vikt735 g
FormatInbunden
SpråkEngelska
Antal sidor350
FörlagBirkhauser Boston Inc
ISBN9780817639716

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Periodically correlated solutions to a class of stochastic difference equations, Georgi N. Boshnakov; On linear SDE'S whose densities evolve in a finite-dimensional family, Damiano Brigo; Composition of skeletons and support theorems, Maria Emilia Caballero et al; Invariant measure for a wave equation on a Riemannian manifold, Anabela Cruzeiro, Z. Haba; Ergodic distributed control for parameter dependent stochastic semilinear systems, Tyrone E. Duncan et al; Dirichlet forms, Caccioppoli sets and the Skorohod equation, Masatoshi Fukushima; Rate of convergence of moments of Spall's SPSA method, Laszlo Gerencser; General setting for stochastic processes associated with quantum fields, Sergio Albeverio et al; On a class of semilinear stochastic partial differential equations, Istvan Gyongy; Parallel numerical solutions of a class of Volterra integro-differential equations, Gerd Heber, Christoph Lindemann;; On the laws of the Oseledets spaces of linear stochastic differential equations, Peter Imkeller; On stationarily of additive bilinear state-space representation of time series, Marton Ispany; On convergence of approximations of Ito-Volterra equations, Alexander Kolodii; Non-isotropic Ornstein-Uhlenbeck process and white noise analysis, Izumi Kubo; Stochastic processes with independent increments on a lie group and their selfsimilar properties, Hiroshi Kunita; Optimal damping of forced oscillations discrete-time systems by output feedback, Anders Lindquist, Vladimir A. Yakubovich; Forecast of Levy's Brownian motion as the observation domain undergoes deformation, Laszlo Markus; A maximal inequality for the Skorohod integral, Elisa Alos, David Nualart; On the kinematics of stochastic mechanics, Michele Pavon; Stochastic equations in formal mappings, Igor Spectorsky; On Fisher's information matrix of an ARMA process, Andre Klein, Peter Spreij; Statistical analysis of nonlinear and nonGaussian time series, Tata Subba Rao; Bilinear stochastic systems with long range dependence in continuous time, Endre Igloi, Gyorgy Terdik; On support theorems for stochastic nonlinear partial differential equations, Krystyna Twardowska; Excitation and performance in continuous-time stochastic adaptive LQ-control, Zsuzsanna Vago; Invariant measures for diffusion processes in conuclear spaces, Jie Xiong; Degree theory on Wiener spaces and an application to a class of SPDEs, Suleyman A. Ustunel, Moshe Zakai; On the interacting measure-valued branching processes, Zhao Xuelei.