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E-book

Title Topics in stochastic analysis and nonparametric estimation / Pao-Liu Chow, Boris Mordukhovich, George Yin, editors
Published New York : Springer, ©2008

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Description 1 online resource (xi, 210 pages) : illustrations
Series The IMA Volumes in Mathematics and its Applications, 0940-6573 ; 145
IMA volumes in mathematics and its applications ; 145. 0940-6573
Contents Some recent results on averaging principle / Mark Freidlin and Alexander Wentzell -- Cramer's theorem for nonnegative multivariate point processes with independent increments / Fima Klebaner and Robert Liptser -- On bounded solutions of the balanced generalized pantograph equation / Leonid Bogachev, Gregory Derfel, Stanislav Mochanov, and John Ockendon -- Numerical methods for non-zero-sum stochastic differential games : convergence of the Markov chain approximation method / Harold J. Kushner -- On the estimation of an analytic spectral density outside of the observation band / Ildar A. Ibragimov -- On oracle inequalities related to high dimensional linear models / Yuri Golubev -- Hypothesis testing under composite functions alternative / Oleg V. Lepski and Christophe F. Pouet -- On parabolic PDEs and SPDEs in Sobolev spaces W²p̳ without and with weights / Nicolai V. Krylov -- Stochastic parabolic equations of full second order / Sergey V. Lototsky and Boris L. Rozovskii
Summary To assess the past achievement and to provide a road map for future research, an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held at Wayne State University, September 15-17, 2006. This conference was also held to honor Professor Rafail Z. Khasminskii for his fundamental contributions to many aspects of stochastic processes and nonparametric estimation theory on the occasion of his seventy-fifth birthday. It assembled an impressive list of invited speakers, who are ren
Bibliography Includes bibliographical references
Notes Print version record
Subject Stochastic analysis.
Nonparametric statistics.
Statistics, Nonparametric
Estadística no paramétrica
Análisis estocástico
Nonparametric statistics
Stochastic analysis
Nichtparametrische Schätzung
Stochastische Analysis
Genre/Form Kongress.
Form Electronic book
Author Chow, P. L. (Pao Liu), 1936-
Mordukhovich, B. Sh. (Boris Sholimovich)
Yin, George, 1954-
ISBN 9780387751115
0387751114
9780387751108
0387751106
9781441925817
1441925813