Topics in Stochastic Analysis and Nonparametric Estimation [electronic resource] / edited by Pao-Liu Chow, George Yin, Boris Mordukhovich. - XII, 214 p. online resource. - The IMA Volumes in Mathematics and its Applications, 145 0940-6573 ; . - The IMA Volumes in Mathematics and its Applications, 145 .

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.

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 renowned leaders in the fields of probability theory, stochastic processes, stochastic differential equations, as well as in the nonparametric estimation theory, and related fields. A number of invited speakers were early developers of the fields of probability and stochastic processes, establishing the foundation of the Modern probability theory. After the conference, to commemorate this special event, an IMA volume dedicated to Professor Rafail Z. Khasminskii was put together. It consists of nine papers on various topics in probability and statistics. They include authoritative expositions as well as significant research papers of current interest. It is conceivable that the volume will have a lasting impact on the further development of stochastic analysis and nonparametric estimation.

9780387751115

10.1007/978-0-387-75111-5 doi


Mathematics.
Applied mathematics.
Engineering mathematics.
Probabilities.
Mathematics.
Probability Theory and Stochastic Processes.
Applications of Mathematics.

QA273.A1-274.9 QA274-274.9

519.2

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