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Stochastic differential and difference equations [electronic resource] / I. Csiszár, Gy. Michaletzky [editors]

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Bibliographic Details
Online Access: Full Text (via Springer)
Corporate Author: Conference on Stochastic Differential and Difference Equations
Other Authors: Csiszár, Imre, 1938-, Michaletzky, György, 1950-
Format: Electronic Conference Proceeding eBook
Language:English
Published: Boston : Birkhäuser, ©1997.
Series:Progress in systems and control theory ; v. 23.
Subjects:
Stochastic differential equations > Congresses.
Stochastic difference equations > Congresses.
Stochastic difference equations.
Stochastic differential equations.
Conference papers and proceedings.
Table of Contents:
  • Periodically Correlated Solutions to a Class of Stochastic Difference Equations
  • On Nonlinear SDE'S whose Densities Evolve in a Finite--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 Spall'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 Integro--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 Ito--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 Lévy'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 Fisher'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.

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