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AuthorCsiszรกr, Imre. author
TitleStochastic Differential and Difference Equations [electronic resource] / by Imre Csiszรกr, Gyรถrgy Michaletzky
ImprintBoston, MA : Birkhรคuser Boston : Imprint: Birkhรคuser, 1997
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Descript XVII, 357 p. online resource


Periodically Correlated Solutions to a Class of Stochastic Difference Equations -- On Nonlinear SDEโ{128}{153}S whose Densities Evolve in a Finiteโ{128}{148}Dimensional 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 Spallโ{128}{153}s 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 Integroโ{128}{148}Differential 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 Itoโ{128}{148}Volterra 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 Lรฉvyโ{128}{153}s 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 Fisherโ{128}{153}s 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

Mathematics Difference equations Functional equations Differential equations Partial differential equations Probabilities Mathematics Probability Theory and Stochastic Processes Difference and Functional Equations Ordinary Differential Equations Partial Differential Equations


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