Stochastic differential and difference equations
著者
書誌事項
Stochastic differential and difference equations
（Progress in systems and control theory, v. 23）
Birkhäuser, c1997
- : hc : alk. paper
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注記
Papers from the Conference on Stochastic Differential and Difference Equations held Aug. 21-24, 1996, in Győr, Hungary
Includes bibliographical references
内容説明・目次
内容説明
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.
目次
- 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.
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