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Birkhäuser

Stochastic Differential and Difference Equations

  • Conference proceedings
  • © 1997

Overview

Authors:
  1. Imre Csiszár

    1. Mathematical Institute of the Hungarian Academy of Sciences, Budapest, Hungary

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  2. György Michaletzky

    1. Department of Probability Theory and Statistics, Eötvös Loránd University, Budapest, Hungary

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    You can also search for this author in PubMed   Google Scholar

Part of the book series: Progress in Systems and Control Theory (PSCT, volume 23)

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Table of contents (28 papers)

  1. Front Matter

    Pages i-xvii
    Download chapter PDF

  2. Periodically Correlated Solutions to a Class of Stochastic Difference Equations

    • Georgi N. Boshnakov
    Pages 1-9

  3. On Nonlinear SDE’S whose Densities Evolve in a Finite—Dimensional Family

    • Damiano Brigo, G. B. Di Masi
    Pages 11-19

  4. Composition of Skeletons and Support Theorems

    • María Emilia Caballero, Begoña Fernández, David Nualart
    Pages 21-33

  5. Invariant Measure for a Wave Equation on a Riemannian Manifold

    • A. B. Cruzeiro, Z. Haba
    Pages 35-41

  6. Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems

    • T. E. Duncan, B. Pasik-Duncan, B. Maslowski
    Pages 43-58

  7. Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation

    • Masatoshi Fukushima
    Pages 59-66

  8. Rate of Convergence of Moments of Spall’s SPSA Method

    • László Gerencsér
    Pages 67-75

  9. General Setting for Stochastic Processes Associated with Quantum Fields

    • Sergio Albeverio, Roman Gielerak, Francesco Russo
    Pages 77-90

  10. On a Class of Semilinear Stochastic Partial Differential Equations

    • István Gyöngy
    Pages 91-121

  11. Parallel Numerical Solution of a Class of Volterra Integro—Differential Equations

    • Gerd Heber, Christoph Lindemann
    Pages 123-132

  12. On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations

    • Peter Imkeller
    Pages 133-142

  13. On Stationarity of Additive Bilinear State-space Representation of Time Series

    • Márton Ispány
    Pages 143-155

  14. On Convergence of Approximations of Ito—Volterra Equations

    • Alexander Kolodii
    Pages 157-165

  15. Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis

    • Izumi Kubo
    Pages 167-182

  16. Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties

    • Hiroshi Kunita
    Pages 183-201

  17. Optimal Damping of Forced Oscillations in Discrete-time Systems by Output Feedback

    • Anders Lindquist, Vladimir A. Yakubovich
    Pages 203-231

  18. The Variation of the Forecast of Lévy’s Brownian Motion as the Observation Domain Undergoes Deformation

    • László Márkus
    Pages 233-240

  19. A Maximal Inequality for the Skorohod Integral

    • Elisa Alòs, David Nualart
    Pages 241-251

  20. On the Kinematics of Stochastic Mechanics

    • Michele Pavon
    Pages 253-266
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Keywords

Authors and Affiliations

  • Mathematical Institute of the Hungarian Academy of Sciences, Budapest, Hungary

    Imre Csiszár

  • Department of Probability Theory and Statistics, Eötvös Loránd University, Budapest, Hungary

    György Michaletzky

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