The IMA Volumes in Mathematics and its Applications

Topics in Stochastic Analysis and Nonparametric Estimation

Editors: Chow, Pao-Liu, Mordukhovich, Boris S., Yin, George (Eds.)

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About this book

To assess the past achievement and to provide a road map for future research, an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held at Wayne State University, September 15-17, 2006. This conference was also held to honor Professor Rafail Z. Khasminskii for his fundamental contributions to many aspects of stochastic processes and nonparametric estimation theory on the occasion of his seventy-fifth birthday. It assembled an impressive list of invited speakers, who are renowned leaders in the fields of probability theory, stochastic processes, stochastic differential equations, as well as in the nonparametric estimation theory, and related fields. A number of invited speakers were early developers of the fields of probability and stochastic processes, establishing the foundation of the Modern probability theory. After the conference, to commemorate this special event, an IMA volume dedicated to Professor Rafail Z. Khasminskii was put together. It consists of nine papers on various topics in probability and statistics. They include authoritative expositions as well as significant research papers of current interest. It is conceivable that the volume will have a lasting impact on the further development of stochastic analysis and nonparametric estimation.

Table of contents (9 chapters)

  • Some Recent Results on Averaging Principle

    Freidlin, Mark (et al.)

    Pages 1-19

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

    Klebaner, Fima (et al.)

    Pages 21-28

  • On Bounded Solutions of the Balanced Generalized Pantograph Equation

    Bogachev, Leonid (et al.)

    Pages 29-49

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

    Kushner, Harold J.

    Pages 51-84

  • On the Estimation of an Analytic Spectral Density Outside of the Observation Band

    Ibragimov, Ildar A.

    Pages 85-103

Buy this book

eBook n/a
  • ISBN 978-0-387-75111-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
Hardcover n/a
  • ISBN 978-0-387-75110-8
  • Free shipping for individuals worldwide
Softcover n/a
  • ISBN 978-1-4419-2581-7
  • Free shipping for individuals worldwide
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Bibliographic Information

Bibliographic Information
Book Title
Topics in Stochastic Analysis and Nonparametric Estimation
Editors
  • Pao-Liu Chow
  • Boris S. Mordukhovich
  • George Yin
Series Title
The IMA Volumes in Mathematics and its Applications
Series Volume
145
Copyright
2008
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag New York
eBook ISBN
978-0-387-75111-5
DOI
10.1007/978-0-387-75111-5
Hardcover ISBN
978-0-387-75110-8
Softcover ISBN
978-1-4419-2581-7
Series ISSN
0940-6573
Edition Number
1
Number of Pages
XII, 214
Topics