Ebook: Stochastic Differential and Difference Equations

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Content:
Front Matter....Pages i-xvii
Periodically Correlated Solutions to a Class of Stochastic Difference Equations....Pages 1-9
On Nonlinear SDE’S whose Densities Evolve in a Finite—Dimensional Family....Pages 11-19
Composition of Skeletons and Support Theorems....Pages 21-33
Invariant Measure for a Wave Equation on a Riemannian Manifold....Pages 35-41
Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems....Pages 43-58
Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation....Pages 59-66
Rate of Convergence of Moments of Spall’s SPSA Method....Pages 67-75
General Setting for Stochastic Processes Associated with Quantum Fields....Pages 77-90
On a Class of Semilinear Stochastic Partial Differential Equations....Pages 91-121
Parallel Numerical Solution of a Class of Volterra Integro—Differential Equations....Pages 123-132
On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations....Pages 133-142
On Stationarity of Additive Bilinear State-space Representation of Time Series....Pages 143-155
On Convergence of Approximations of Ito—Volterra Equations....Pages 157-165
Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis....Pages 167-182
Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties....Pages 183-201
Optimal Damping of Forced Oscillations in Discrete-time Systems by Output Feedback....Pages 203-231
The Variation of the Forecast of L?vy’s Brownian Motion as the Observation Domain Undergoes Deformation....Pages 233-240
A Maximal Inequality for the Skorohod Integral....Pages 241-251
On the Kinematics of Stochastic Mechanics....Pages 253-266
Stochastic Equations in Formal Mappings....Pages 267-272
On Fisher’s Information Matrix of an ARMA Process....Pages 273-284
Statistical Analysis of Nonlinear and NonGaussian Time Series....Pages 285-298
Bilinear Stochastic Systems with Long Range Dependence in Continuous Time....Pages 299-307
On Support Theorems for Stochastic Nonlinear Partial Differential Equations....Pages 309-317
Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control....Pages 319-327
Invariant Measures for Diffusion Processes in Conuclear Spaces....Pages 329-337
Degree Theory on Wiener Space and an Application to a Class of SPDEs....Pages 339-343
On the Interacting Measure-Valued Branching Processes....Pages 345-353
Back Matter....Pages 355-357

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Content:
Front Matter....Pages i-xvii
Periodically Correlated Solutions to a Class of Stochastic Difference Equations....Pages 1-9
On Nonlinear SDE’S whose Densities Evolve in a Finite—Dimensional Family....Pages 11-19
Composition of Skeletons and Support Theorems....Pages 21-33
Invariant Measure for a Wave Equation on a Riemannian Manifold....Pages 35-41
Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems....Pages 43-58
Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation....Pages 59-66
Rate of Convergence of Moments of Spall’s SPSA Method....Pages 67-75
General Setting for Stochastic Processes Associated with Quantum Fields....Pages 77-90
On a Class of Semilinear Stochastic Partial Differential Equations....Pages 91-121
Parallel Numerical Solution of a Class of Volterra Integro—Differential Equations....Pages 123-132
On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations....Pages 133-142
On Stationarity of Additive Bilinear State-space Representation of Time Series....Pages 143-155
On Convergence of Approximations of Ito—Volterra Equations....Pages 157-165
Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis....Pages 167-182
Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties....Pages 183-201
Optimal Damping of Forced Oscillations in Discrete-time Systems by Output Feedback....Pages 203-231
The Variation of the Forecast of L?vy’s Brownian Motion as the Observation Domain Undergoes Deformation....Pages 233-240
A Maximal Inequality for the Skorohod Integral....Pages 241-251
On the Kinematics of Stochastic Mechanics....Pages 253-266
Stochastic Equations in Formal Mappings....Pages 267-272
On Fisher’s Information Matrix of an ARMA Process....Pages 273-284
Statistical Analysis of Nonlinear and NonGaussian Time Series....Pages 285-298
Bilinear Stochastic Systems with Long Range Dependence in Continuous Time....Pages 299-307
On Support Theorems for Stochastic Nonlinear Partial Differential Equations....Pages 309-317
Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control....Pages 319-327
Invariant Measures for Diffusion Processes in Conuclear Spaces....Pages 329-337
Degree Theory on Wiener Space and an Application to a Class of SPDEs....Pages 339-343
On the Interacting Measure-Valued Branching Processes....Pages 345-353
Back Matter....Pages 355-357
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