Topics in Stochastic Analysis and Nonparametric Estimation

• Corporate Author: SpringerLink (Online service)
• Other Authors: Chow, Pao-Liu (Editor), Yin, George (Editor), Mordukhovich, Boris (Editor)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2008.
• Series: The IMA Volumes in Mathematics and its Applications, 145
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; Probabilities.; Probability Theory and Stochastic Processes.; Applications of Mathematics.

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...

Table of Contents:

• Asymptotic Analysis Involving Stochastic Differential Equations
• 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: Convergence of the Markov Chain Approximation Method
• Nonparametric Estimation
• 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
• Stochastic Partial Differential Equations
• On Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without and with Weights
• Stochastic Parabolic Equations of Full Second Order.