戻る / Previous page

  • Special Price

Series : IMA VOLUMES IN MATHEMATICS AND ITS APPLICATIONS

Topics in Stochastic Analysis and Nonparametric Estimation, 1st Edition

Topics in Stochastic Analysis and Nonparametric Estimation, 1st Edition
Author
Chow, Pao-liu (EDT)/ Mordukhovich, Boris (EDT)/ Yin, George (EDT) 
Publisher
Springer-Verlag 
Publication Date
Nov, 2007 
ISBN
0387751106 or 9780387751108
HARDCOVER 
210 Pages
版元にて一時品切れ中ですが、ご予約可能です。納期は未定です。
Publisher Out of Stock

¥ 13,292 (tax included)

Description

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.

Contents

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: Convergance of the Markov chain approximation method.
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.
On parabolic pdes and spdes in Sobolov spaces W2/p without and with weights.
Stochastic parabolic equations of full second order.

送料無料にてお届け

ご注文商品は海外からのお取り寄せのため,納期は3~5週間程頂きます。入荷の遅延,出版延期など納期に遅れが見込まれる場合はメールにてお知らせ致します

公費/校費/社費でのお支払い

ご注文の際,お支払方法を選択して頂く画面が表示されますので,「公費/校費/社費」をお選び頂き必要書類をご指定下さい。公費/校費/社費の場合でも、HP掲載価格で承ります。

書籍が見つからない場合

お問い合わせメールより書籍のタイトルや ISBNなど、お手持ちの情報をお知らせ下さい。お見積り、ご注文を承ります。

SSL グローバルサインのサイトシール