
Stochastic Differential and Difference Equations
Birkhauser Boston Inc (Publisher)
1st Edition
Published on 31. December 1997
Book
Hardback
XVII, 357 pages
978-0-8176-3971-6 (ISBN)
Description
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 topics in stochastics with particular reference to control theory.
More details
Series
Edition
1., 997
Language
English
Place of publication
Secaucus
United States
Target group
College/higher education
Professional and scholarly
Research
Product notice
sewn/stitched
Cloth over boards
Illustrations
XVII, 357 p.
Dimensions
Height: 241 mm
Width: 160 mm
Thickness: 26 mm
Weight
735 gr
ISBN-13
978-0-8176-3971-6 (9780817639716)
DOI
10.1007/978-1-4612-1980-4
Schweitzer Classification
Other editions
Additional editions

Imre Csiszar | Gy. Michaletzky
Stochastic Differential and Difference Equations
Book
10/2012
Springer-Verlag New York Inc.
€53.49
Shipment within 15-20 days
Previous edition
Imre Csiszár | György Michaletzky
Stochastic Differential and Difference Equations
Book
08/1997
Birkhäuser Verlag GmbH
€113.89
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Content
Periodically correlated solutions to a class of stochastic difference equations, Georgi N. Boshnakov; On linear SDE'S whose densities evolve in a finite-dimensional family, Damiano Brigo; Composition of skeletons and support theorems, Maria Emilia Caballero et al; Invariant measure for a wave equation on a Riemannian manifold, Anabela Cruzeiro, Z. Haba; Ergodic distributed control for parameter dependent stochastic semilinear systems, Tyrone E. Duncan et al; Dirichlet forms, Caccioppoli sets and the Skorohod equation, Masatoshi Fukushima; Rate of convergence of moments of Spall's SPSA method, Laszlo Gerencser; General setting for stochastic processes associated with quantum fields, Sergio Albeverio et al; On a class of semilinear stochastic partial differential equations, Istvan Gyongy; Parallel numerical solutions of a class of Volterra integro-differential equations, Gerd Heber, Christoph Lindemann;; On the laws of the Oseledets spaces of linear stochastic differential equations, Peter Imkeller; On stationarily of additive bilinear state-space representation of time series, Marton Ispany; On convergence of approximations of Ito-Volterra equations, Alexander Kolodii; Non-isotropic Ornstein-Uhlenbeck process and white noise analysis, Izumi Kubo; Stochastic processes with independent increments on a lie group and their selfsimilar properties, Hiroshi Kunita; Optimal damping of forced oscillations discrete-time systems by output feedback, Anders Lindquist, Vladimir A. Yakubovich; Forecast of Levy's Brownian motion as the observation domain undergoes deformation, Laszlo Markus; A maximal inequality for the Skorohod integral, Elisa Alos, David Nualart; On the kinematics of stochastic mechanics, Michele Pavon; Stochastic equations in formal mappings, Igor Spectorsky; On Fisher's information matrix of an ARMA process, Andre Klein, Peter Spreij; Statistical analysis of nonlinear and nonGaussian time series, Tata Subba Rao; Bilinear stochastic systems with long range dependence in continuous time, Endre Igloi, Gyorgy Terdik; On support theorems for stochastic nonlinear partial differential equations, Krystyna Twardowska; Excitation and performance in continuous-time stochastic adaptive LQ-control, Zsuzsanna Vago; Invariant measures for diffusion processes in conuclear spaces, Jie Xiong; Degree theory on Wiener spaces and an application to a class of SPDEs, Suleyman A. Ustunel, Moshe Zakai; On the interacting measure-valued branching processes, Zhao Xuelei.