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Chow, Pao-Liu

Topics in Stochastic Analysis and Nonparametric Estimation

Chow, Pao-Liu - Topics in Stochastic Analysis and Nonparametric Estimation, ebook

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ISBN: 9780387751115
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Table of contents

Part I:. Asymptotic Analysis Involving Stochastic Differential Equations

1. Some Recent Results on Averaging Principle
Mark Freidlin, Alexander Wentzell

2. Cramer’s Theorem for Nonnegative Multivariate Point Processes with Independent Increments
Fima Klebaner, Robert Liptser

3. On Bounded Solutions of the Balanced Generalized Pantograph Equation
Leonid Bogachev, Gregory Derfel, Stanislav Molchanov, John Ochendon

4. Numerical Methods for Non-Zero-Sum Stochastic Differential Games: Convergence of the Markov Chain Approximation Method
Harold J. Kushner

Part II:. Nonparametric Estimation

5. On the Estimation of an Analytic Spectral Density Outside of the Observation Band
Ildar A. Ibragimov

6. On Oracle Inequalities Related to High Dimensional Linear Models
Yuri Golubev

7. Hypothesis Testing under Composite Functions Alternative
Oleg V. Lepski, Christophe F. Pouet’t

Part III:. Stochastic Partial Differential Equations

8. On Parabolic Pdes and Spdes in Sobolev Spaces W
P
2
without and with Weights
Nicolai V. Krylov

9. Stochastic Parabolic Equations of Full Second Order
Sergey V. Lototsky, Boris L. Rozovskii

Keywords: Mathematics, Probability Theory and Stochastic Processes, Applications of Mathematics

Author(s)
 
 
Publisher
Springer
Publication year
2008
Language
en
Edition
1
Series
The IMA Volumes in Mathematics and its Applications
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9780387751115

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