AuthorCsiszรกr, Imre. author
TitleStochastic Differential and Difference Equations [electronic resource] / by Imre Csiszรกr, Gyรถrgy Michaletzky
ImprintBoston, MA : Birkhรคuser Boston : Imprint: Birkhรคuser, 1997
Connect tohttp://dx.doi.org/10.1007/978-1-4612-1980-4
Descript XVII, 357 p. online resource

CONTENT

Periodically Correlated Solutions to a Class of Stochastic Difference Equations -- On Nonlinear SDEโS whose Densities Evolve in a FiniteโDimensional Family -- Composition of Skeletons and Support Theorems -- Invariant Measure for a Wave Equation on a Riemannian Manifold -- Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems -- Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation Masatoshi Fukushima -- Rate of Convergence of Moments of Spallโs SPSA Method -- General Setting for Stochastic Processes Associated with Quantum Fields -- On a Class of Semilinear Stochastic Partial Differential Equations -- Parallel Numerical Solution of a Class of Volterra IntegroโDifferential Equations -- On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations -- On Stationarity of Additive Bilinear State-space Representation of Time Series -- On Convergence of Approximations of ItoโVolterra Equations -- Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis -- Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties -- Optimal Damping of Forced Oscillations Discrete-time Systems by Output Feedback -- Forecast of Lรฉvyโs Brownian Motion as the Observation Domain Undergoes Deformation -- A Maximal Inequality for the Skorohod Integral -- On the Kinematics of Stochastic Mechanics -- Stochastic Equations in Formal Mappings -- On Fisherโs Information Matrix of an ARMA Process -- Statistical Analysis of Nonlinear and NonGaussian Time Series -- Bilinear Stochastic Systems with Long Range Dependence in Continuous Time -- On Support Theorems for Stochastic Nonlinear Partial Differential Equations -- Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control -- Invariant Measures for Diffusion Processes in Conuclear Spaces -- Degree Theory on Wiener Space and an Application to a Class of SPDEs -- On the Interacting Measure-Valued Branching Processes


SUBJECT

  1. Mathematics
  2. Difference equations
  3. Functional equations
  4. Differential equations
  5. Partial differential equations
  6. Probabilities
  7. Mathematics
  8. Probability Theory and Stochastic Processes
  9. Difference and Functional Equations
  10. Ordinary Differential Equations
  11. Partial Differential Equations