Description |
1 online resource (xi, 210 pages) : illustrations |
Series |
The IMA Volumes in Mathematics and its Applications, 0940-6573 ; 145 |
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IMA volumes in mathematics and its applications ; 145. 0940-6573
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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.
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Nonparametric statistics.
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Statistics, Nonparametric
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Estadística no paramétrica
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Análisis estocástico
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Nonparametric statistics
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Stochastic analysis
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Nichtparametrische Schätzung
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Stochastische Analysis
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Genre/Form |
Kongress.
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Form |
Electronic book
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Author |
Chow, P. L. (Pao Liu), 1936-
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Mordukhovich, B. Sh. (Boris Sholimovich)
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Yin, George, 1954-
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ISBN |
9780387751115 |
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0387751114 |
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9780387751108 |
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0387751106 |
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9781441925817 |
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1441925813 |
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