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Inhaltsverzeichnis
- 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 forDiffusion Processes in Conuclear Spaces.
- Degree Theory on Wiener Space and an Application to a Class of SPDEs.
- On the Interacting Measure-Valued Branching Processes.