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Topics in Stochastic Analysis and Nonparametric Estimation

Publisher: 
Springer
Number of Pages: 
210
Price: 
89.95
ISBN: 
9780387751108
Date Received: 
Wednesday, November 21, 2007
Reviewable: 
No
Include In BLL Rating: 
No
Reviewer Email Address: 
Pao Liu Chow, Boris S. Mordukhovich, and George Yin, editors
Series: 
The IMA Volumes in Mathematics and Its Applications 145
Publication Date: 
2008
Format: 
Hardcover
Category: 
Proceedings

Some recent results on averaging principle.- Cramer's theorem for nonnegative multivariate point processes with independent increments.- On bounded solutions of the balanced generalized pantograph equation.- Numerical methods for non-zero-sum stochastic differential games: Convergance of the Markov chain approximation method.- On the estimation of an analytic spectral density outside of the observation band.- On oracle inequalities related to high dimensional linear models.- Hypothesis testing under composite functions alternative.- On parabolic pdes and spdes in Sobolov spaces W2/p without and with weights.- Stochastic parabolic equations of full second order.

Publish Book: 
Modify Date: 
Wednesday, November 21, 2007

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