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Stochastic differential and difference equations

Author: Imre Csiszár; György Michaletzky
Publisher: Boston : Birkhäuser, ©1997.
Series: Progress in systems and control theory, v. 23.
Edition/Format:   eBook : Document : Conference publication : EnglishView all editions and formats
Summary:

This volume contains a selection of papers presented at the Conference on Stochastic Differential and Difference Equations held in Hungary, August 1996. The papers cover a wide range of contemporary  Read more...

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Genre/Form: Electronic books
Conference papers and proceedings
Raab (1996)
Congresses
Additional Physical Format: Print version:
Stochastic differential and difference equations.
Boston : Birkhäuser, ©1997
(DLC) 97020913
(OCoLC)36900972
Material Type: Conference publication, Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Imre Csiszár; György Michaletzky
ISBN: 9781461219804 1461219809
OCLC Number: 809569718
Notes: Papers from the Conference on Stochastic Differential and Difference Equations held Aug. 21-24, 1996, in Győr, Hungary.
Description: 1 online resource (xvii, 353 pages) : illustrations.
Contents: Periodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE'S whose Densities Evolve in a Finite-Dimensional Family.- Composition of Skeletons and Support Theorems.- Invariant Measure for a Wave Equation on a Riemannian Manifold.- Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems.- Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation Masatoshi Fukushima.- Rate of Convergence of Moments of Spall's SPSA Method.- General Setting for Stochastic Processes Associated with Quantum Fields.- On a Class of Semilinear Stochastic Partial Differential Equations.- Parallel Numerical Solution of a Class of Volterra Integro-Differential Equations.- On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations.- On Stationarity of Additive Bilinear State-space Representation of Time Series.- On Convergence of Approximations of Ito-Volterra Equations.- Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis.- Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties.- Optimal Damping of Forced Oscillations Discrete-time Systems by Output Feedback.- Forecast of Levy's Brownian Motion as the Observation Domain Undergoes Deformation.- A Maximal Inequality for the Skorohod Integral.- On the Kinematics of Stochastic Mechanics.- Stochastic Equations in Formal Mappings.- On Fisher's Information Matrix of an ARMA Process.- Statistical Analysis of Nonlinear and NonGaussian Time Series.- Bilinear Stochastic Systems with Long Range Dependence in Continuous Time.- On Support Theorems for Stochastic Nonlinear Partial Differential Equations.- Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control.- Invariant Measures for Diffusion Processes in Conuclear Spaces.- Degree Theory on Wiener Space and an Application to a Class of SPDEs.- On the Interacting Measure-Valued Branching Processes.
Series Title: Progress in systems and control theory, v. 23.
Responsibility: I. Csiszár, Gy. Michaletzky [editors].

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