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＜電子ブック＞
Stochastic Differential and Difference Equations / by Imre Csiszar, Gy. Michaletzky
(Progress in Systems and Control Theory ; 23)

版	1st ed. 1997.
出版者	(Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser)
出版年	1997
本文言語	英語
大きさ	XVII, 357 p : online resource
著者標目	*Csiszar, Imre author Michaletzky, Gy author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Difference equations LCSH:Functional equations LCSH:Differential equations FREE:Probability Theory FREE:Difference and Functional Equations FREE:Differential Equations
一般注記	Periodically Correlated Solutions to a Class of Stochastic Difference Equations -- On Nonlinear SDE’S whose Densities Evolve in a Finite—Dimensional Family -- Composition of Skeletons and Support Theorems -- Invariant Measure for a Wave Equation on a Riemannian Manifold -- Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems -- Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation Masatoshi Fukushima -- Rate of Convergence of Moments of Spall’s SPSA Method -- General Setting for Stochastic Processes Associated with Quantum Fields -- On a Class of Semilinear Stochastic Partial Differential Equations -- Parallel Numerical Solution of a Class of Volterra Integro—Differential Equations -- On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations -- On Stationarity of Additive Bilinear State-space Representation of Time Series -- On Convergence of Approximations of Ito—Volterra Equations -- Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis -- Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties -- Optimal Damping of Forced Oscillations Discrete-time Systems by Output Feedback -- Forecast of Lévy’s Brownian Motion as the Observation Domain Undergoes Deformation -- A Maximal Inequality for the Skorohod Integral -- On the Kinematics of Stochastic Mechanics -- Stochastic Equations in Formal Mappings -- On Fisher’s Information Matrix of an ARMA Process -- Statistical Analysis of Nonlinear and NonGaussian Time Series -- Bilinear Stochastic Systems with Long Range Dependence in Continuous Time -- On Support Theorems for Stochastic Nonlinear Partial Differential Equations -- Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control -- Invariant Measures forDiffusion Processes in Conuclear Spaces -- Degree Theory on Wiener Space and an Application to a Class of SPDEs -- On the Interacting Measure-Valued Branching Processes HTTP:URL=https://doi.org/10.1007/978-1-4612-1980-4

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