CiNii Books - Stochastic differential and difference equations

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.

Table of Contents

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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Stochastic differential and difference equations

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