Stochastic Differential and Difference Equations von Imre Csiszar | ISBN 9781461219804

Stochastic Differential and Difference Equations

von Imre Csiszar und Gy. Michaletzky
Mitwirkende
Autor / AutorinImre Csiszar
Autor / AutorinGy. Michaletzky
Buchcover Stochastic Differential and Difference Equations | Imre Csiszar | EAN 9781461219804 | ISBN 1-4612-1980-9 | ISBN 978-1-4612-1980-4

Stochastic Differential and Difference Equations

von Imre Csiszar und Gy. Michaletzky
Mitwirkende
Autor / AutorinImre Csiszar
Autor / AutorinGy. Michaletzky

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.