Stochastic differential and difference equations
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| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Boston [u.a.]
Birkhäuser
1997
|
| Schriftenreihe: | Progress in systems and control theory
23 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
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| 245 | 1 | 0 | |a Stochastic differential and difference equations |c I. Csiszár ... |
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| 490 | 1 | |a Progress in systems and control theory |v 23 | |
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| 650 | 4 | |a Stochastic differential equations |v Congresses | |
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Datensatz im Suchindex
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|---|---|
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| adam_text | Table of Contents
Table of Contents v
Preface ix
Gyor. The Conference Venue xi
List of Participants xiii
Periodically Correlated Solutions to a Class of Stochastic
Difference Equations
Georgi N. Boshnakov 1
On Nonlinear SDE S whose Densities Evolve in a
Finite Dimensional Family
Damiano Brigo 11
Composition of Skeletons and Support Theorems
Maria Emilia Caballero, Begona Fernandez, and David Nualart 21
Invariant Measure for a Wave Equation on a Riemannian Manifold
A.B. Cruzeiro and Z. Haba 35
Ergodic Distributed Control for Parameter Dependent Stochastic
Semilinear Systems
T.E. Duncan, B. Maslowski, and B. Pasik Duncan 43
Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation
Masatoshi Fukushima 59
Rate of Convergence of Moments of Spall s SPSA Method
Ldszlo Gerencser 67
General Setting for Stochastic Processes Associated with Quantum Fields
Sergio Albeverio, Roman Gielerak, and Francesco Russo 77
On a Class of Semilinear Stochastic Partial Differential Equations
Istvdn Gyongy 91
Parallel Numerical Solution of a Class of
Volterra Integro Differential Equations
Gerd Heber and Christoph Lindemann 123
vi Table of Contents
On the Laws of the Oseledets Spaces of Linear Stochastic
Differential Equations
Peter Imkeller 133
On Stationarity of Additive Bilinear State space Representation of
Time Series
Mdrton Ispdny 143
On Convergence of Approximations of Ito Volterra Equations
Alexander Kolodii 157
Non isotropic Ornstein Uhlenbeck Process and
White Noise Analysis
Izumi Kubo 167
Stochastic Processes with Independent Increments on a Lie Group
and their Selfsimilar Properties
Hiroshi Kunita 183
Optimal Damping of Forced Oscillations Discrete time Systems
by Output Feedback
Anders Lindquist and Vladimir A. Yakubovich 203
Forecast of Levy s Brownian Motion as the
Observation Domain Undergoes Deformation
Ldszlo Mdrkus 233
A Maximal Inequality for the Skorohod Integral
Elisa Aids and David Nualart 241
On the Kinematics of Stochastic Mechanics
Michele Pavon 253
Stochastic Equations in Formal Mappings
Igor Spectorsky 267
On Fisher s Information Matrix of an ARMA Process
Andre Klein and Peter Spreij 273
Statistical Analysis of Nonlinear and NonGaussian Time Series
T. Subba Rao 285
Bilinear Stochastic Systems with Long Range Dependence
in Continuous Time
E. Igloi and Gy. Terdik 299
Table of Contents vii
On Support Theorems for Stochastic Nonlinear Partial
Differential Equations
Krystyna Twardowska 309
Excitation and Performance in Continuous time Stochastic
Adaptive LQ control
Zs. Vdgo 319
Invariant Measures for Diffusion Processes in Conuclear Spaces
Jie Xiong 329
Degree Theory on Wiener Space and an
Application to a Class of SPDEs
A. Suleyman Ustiinel and Moshe Zakai 339
On the Interacting Measure Valued Branching Processes
XueLei Zhao 345
|
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| discipline | Mathematik |
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| genre_facet | Konferenzschrift 1996 Raab |
| id | DE-604.BV011559052 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-25T17:14:19Z |
| institution | BVB |
| isbn | 0817639713 3764339713 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007783140 |
| oclc_num | 36900972 |
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| owner_facet | DE-91G DE-BY-TUM DE-384 DE-739 DE-824 DE-703 DE-355 DE-BY-UBR DE-11 |
| physical | XVII, 353 S. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| publisher | Birkhäuser |
| record_format | marc |
| series | Progress in systems and control theory |
| series2 | Progress in systems and control theory |
| spellingShingle | Stochastic differential and difference equations Progress in systems and control theory Equations différentielles stochastiques - Congrès ram Stochastic difference equations Congresses Stochastic differential equations Congresses Stochastische Differenzengleichung (DE-588)4469723-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4469723-5 (DE-588)4057621-8 (DE-588)1071861417 |
| title | Stochastic differential and difference equations |
| title_auth | Stochastic differential and difference equations |
| title_exact_search | Stochastic differential and difference equations |
| title_full | Stochastic differential and difference equations I. Csiszár ... |
| title_fullStr | Stochastic differential and difference equations I. Csiszár ... |
| title_full_unstemmed | Stochastic differential and difference equations I. Csiszár ... |
| title_short | Stochastic differential and difference equations |
| title_sort | stochastic differential and difference equations |
| topic | Equations différentielles stochastiques - Congrès ram Stochastic difference equations Congresses Stochastic differential equations Congresses Stochastische Differenzengleichung (DE-588)4469723-5 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Equations différentielles stochastiques - Congrès Stochastic difference equations Congresses Stochastic differential equations Congresses Stochastische Differenzengleichung Stochastische Differentialgleichung Konferenzschrift 1996 Raab |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007783140&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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