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Stochastic Differential and Difference Equations

  • Imre Csiszár
  • György Michaletzky

Part of the Progress in Systems and Control Theory book series (PSCT, volume 23)

Table of contents

  1. Front Matter
    Pages i-xvii
  2. María Emilia Caballero, Begoña Fernández, David Nualart
    Pages 21-33
  3. T. E. Duncan, B. Pasik-Duncan, B. Maslowski
    Pages 43-58
  4. Sergio Albeverio, Roman Gielerak, Francesco Russo
    Pages 77-90
  5. Anders Lindquist, Vladimir A. Yakubovich
    Pages 203-231
  6. Elisa Alòs, David Nualart
    Pages 241-251
  7. Michele Pavon
    Pages 253-266
  8. Igor Spectorsky
    Pages 267-272
  9. André Klein, Peter Spreij
    Pages 273-284
  10. A. Süleyman Üstünel, Moshe Zakai
    Pages 339-343
  11. Back Matter
    Pages 355-357

About these proceedings

Keywords

Mathematics Parameter Peak Stochastic Differential difference equation equation partial differential equation

Authors and affiliations

  • Imre Csiszár
    • 1
  • György Michaletzky
    • 2
  1. 1.Mathematical Institute of the Hungarian Academy of SciencesBudapestHungary
  2. 2.Department of Probability Theory and StatisticsEötvös Loránd UniversityBudapestHungary

Bibliographic information