Author | Csiszรกr, Imre. author |
---|---|
Title | Stochastic Differential and Difference Equations [electronic resource] / by Imre Csiszรกr, Gyรถrgy Michaletzky |
Imprint | Boston, MA : Birkhรคuser Boston : Imprint: Birkhรคuser, 1997 |
Connect to | http://dx.doi.org/10.1007/978-1-4612-1980-4 |
Descript | XVII, 357 p. online resource |
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