Topics in Stochastic Analysis and Nonparametric Estimation


ISBN: 978-0-387-75110-8 (Print) 978-0-387-75111-5 (Online)

Table of contents (9 chapters)

  1. Front Matter

    Pages i-xi

  2. Asymptotic Analysis Involving Stochastic Differential Equations

    1. Front Matter

      Pages 1-1

    2. Chapter

      Pages 1-19

      Some Recent Results on Averaging Principle

    3. Chapter

      Pages 21-28

      Cramer’s Theorem for Nonnegative Multivariate Point Processes with Independent Increments

    4. Chapter

      Pages 29-49

      On Bounded Solutions of the Balanced Generalized Pantograph Equation

    5. Chapter

      Pages 51-84

      Numerical Methods for Non-Zero-Sum Stochastic Differential Games: Convergence of the Markov Chain Approximation Method

  3. Nonparametric Estimation

    1. Front Matter

      Pages 85-85

    2. Chapter

      Pages 85-103

      On the Estimation of an Analytic Spectral Density Outside of the Observation Band

    3. Chapter

      Pages 105-122

      On Oracle Inequalities Related to High Dimensional Linear Models

    4. Chapter

      Pages 123-150

      Hypothesis Testing under Composite Functions Alternative

  4. Stochastic Partial Differential Equations

    1. Front Matter

      Pages 151-151

    2. Chapter

      Pages 151-197

      On Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without and with Weights

    3. Chapter

      Pages 199-210

      Stochastic Parabolic Equations of Full Second Order