Topics in Stochastic Analysis and Nonparametric Estimation

  • Pao-Liu Chow
  • George Yin
  • Boris Mordukhovich
Part of the The IMA Volumes in Mathematics and its Applications book series (IMA, volume 145)

Table of contents

  1. Front Matter
    Pages i-xi
  2. Asymptotic Analysis Involving Stochastic Differential Equations

    1. Front Matter
      Pages 1-1
    2. Mark Freidlin, Alexander Wentzell
      Pages 1-19
    3. Leonid Bogachev, Gregory Derfel, Stanislav Molchanov, John Ochendon
      Pages 29-49
  3. Nonparametric Estimation

    1. Front Matter
      Pages 85-85
    2. Oleg V. Lepski, Christophe F. Pouet’t
      Pages 123-150
  4. Stochastic Partial Differential Equations

    1. Front Matter
      Pages 151-151
    2. Sergey V. Lototsky, Boris L. Rozovskii
      Pages 199-210

About this book

Introduction

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.

Keywords

Approximation Markov chain Nonparametric Estimation Probability theory Stochastic Analysis Stochastic processes calculus equation function point process statistics stochastic process theorem

Editors and affiliations

  • Pao-Liu Chow
    • 1
  • George Yin
    • 1
  • Boris Mordukhovich
    • 1
  1. 1.Department of MathematicsWayne State UniversityDetroit

Bibliographic information

  • DOI https://doi.org/10.1007/978-0-387-75111-5
  • Copyright Information Springer-Verlag New York 2008
  • Publisher Name Springer, New York, NY
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-0-387-75110-8
  • Online ISBN 978-0-387-75111-5
  • Series Print ISSN 0940-6573
  • About this book