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Topics in Stochastic Analysis and Nonparametric Estimation

  • Book
  • © 2008

Overview

Editors:
  1. Pao-Liu Chow

    1. Department of Mathematics, Wayne State University, Detroit

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  2. George Yin

    1. Department of Mathematics, Wayne State University, Detroit

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    You can also search for this editor in PubMed   Google Scholar

  3. Boris Mordukhovich

    1. Department of Mathematics, Wayne State University, Detroit

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Part of the book series: The IMA Volumes in Mathematics and its Applications (IMA, volume 145)

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Table of contents (9 chapters)

  1. Front Matter

    Pages i-xi
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  2. Asymptotic Analysis Involving Stochastic Differential Equations

    1. Front Matter

      Pages 1-1
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    2. Some Recent Results on Averaging Principle

      • Mark Freidlin, Alexander Wentzell
      Pages 1-19

    3. Cramer’s Theorem for Nonnegative Multivariate Point Processes with Independent Increments

      • Fima Klebaner, Robert Liptser
      Pages 21-28

    4. On Bounded Solutions of the Balanced Generalized Pantograph Equation

      • Leonid Bogachev, Gregory Derfel, Stanislav Molchanov, John Ochendon
      Pages 29-49

    5. Numerical Methods for Non-Zero-Sum Stochastic Differential Games: Convergence of the Markov Chain Approximation Method

      • Harold J. Kushner
      Pages 51-84

  3. Nonparametric Estimation

    1. Front Matter

      Pages 85-85
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    2. On the Estimation of an Analytic Spectral Density Outside of the Observation Band

      • Ildar A. Ibragimov
      Pages 85-103

    3. On Oracle Inequalities Related to High Dimensional Linear Models

      • Yuri Golubev
      Pages 105-122

    4. Hypothesis Testing under Composite Functions Alternative

      • Oleg V. Lepski, Christophe F. Pouet’t
      Pages 123-150

  4. Stochastic Partial Differential Equations

    1. Front Matter

      Pages 151-151
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    2. On Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without and with Weights

      • Nicolai V. Krylov
      Pages 151-197

    3. Stochastic Parabolic Equations of Full Second Order

      • Sergey V. Lototsky, Boris L. Rozovskii
      Pages 199-210
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About this book

This IMA Volume in Mathematics and its Applications TOPICS IN STOCHASTIC ANALYSIS AND NONPARAMETRIC ESTIMATION contains papers that were presented at the IMA Participating Institution conference on "Asymptotic Analysis in Stochastic Processes, Nonparamet­ ric Estimation, and Related Problems" held on September 15-17, 2006 at Wayne State University. The conference, which was one of approximately ten selected each year for partial support by the IMA through its affiliates program, was dedicated to Professor Rafail Z. Khasminskii on the occasion th of his 75 birthday, in recognition of his profound contributions to the field of stochastic processes and nonparametric estimation theory. We are grateful to the participants and, especially, to the conference organizers, for making the event so successful. Pao-Liu Chow, Boris Mor­ dukhovich, and George Yin of the Department of Mathematics at Wayne State University did a superb job organizing this first-rate event and in editing these proceedings. We take this opportunity to thank the Nation al Science Foundation for its support of the IMA.

Editors and Affiliations

  • Department of Mathematics, Wayne State University, Detroit

    Pao-Liu Chow, George Yin, Boris Mordukhovich

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