Stochastic Differential and Difference Equations
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Published By Birkhäuser Boston

9781461273653, 9781461219804

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control

Stochastic Differential and Difference Equations ◽

10.1007/978-1-4612-1980-4_25 ◽

1997 ◽

pp. 319-327

Author(s):

Zs Vágó

Keyword(s):

Continuous Time ◽

And Performance ◽

Lq Control

Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties

Stochastic Differential and Difference Equations ◽

10.1007/978-1-4612-1980-4_15 ◽

1997 ◽

pp. 183-201 ◽

Cited By ~ 2

Author(s):

Hiroshi Kunita

Keyword(s):

Stochastic Processes ◽

Lie Group ◽

Independent Increments ◽

Processes With Independent Increments

Composition of Skeletons and Support Theorems

Stochastic Differential and Difference Equations ◽

10.1007/978-1-4612-1980-4_3 ◽

1997 ◽

pp. 21-33

Author(s):

María Emilia Caballero ◽

Begoña Fernández ◽

David Nualart

Keyword(s):

Support Theorems

On a Class of Semilinear Stochastic Partial Differential Equations

Stochastic Differential and Difference Equations ◽

10.1007/978-1-4612-1980-4_9 ◽

1997 ◽

pp. 91-121

Author(s):

István Gyöngy

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Partial Differential

Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation

Stochastic Differential and Difference Equations ◽

10.1007/978-1-4612-1980-4_6 ◽

1997 ◽

pp. 59-66 ◽

Cited By ~ 1

Author(s):

Masatoshi Fukushima

Keyword(s):

Dirichlet Forms ◽

Caccioppoli Sets

Stochastic Equations in Formal Mappings

Stochastic Differential and Difference Equations ◽

10.1007/978-1-4612-1980-4_20 ◽

1997 ◽

pp. 267-272

Author(s):

Igor Spectorsky

Keyword(s):

Stochastic Equations

Parallel Numerical Solution of a Class of Volterra Integro—Differential Equations

Stochastic Differential and Difference Equations ◽

10.1007/978-1-4612-1980-4_10 ◽

1997 ◽

pp. 123-132

Author(s):

Gerd Heber ◽

Christoph Lindemann

Keyword(s):

Differential Equations ◽

Numerical Solution

Invariant Measures for Diffusion Processes in Conuclear Spaces

Stochastic Differential and Difference Equations ◽

10.1007/978-1-4612-1980-4_26 ◽

1997 ◽

pp. 329-337 ◽

Cited By ~ 1

Author(s):

Jie Xiong

Keyword(s):

Invariant Measures ◽

Diffusion Processes

Statistical Analysis of Nonlinear and NonGaussian Time Series

Stochastic Differential and Difference Equations ◽

10.1007/978-1-4612-1980-4_22 ◽

1997 ◽

pp. 285-298 ◽

Cited By ~ 1

Author(s):

T. Subba Rao

Keyword(s):

Time Series ◽

Statistical Analysis

On Nonlinear SDE’S whose Densities Evolve in a Finite—Dimensional Family

Stochastic Differential and Difference Equations ◽

10.1007/978-1-4612-1980-4_2 ◽

1997 ◽

pp. 11-19 ◽

Cited By ~ 2

Author(s):

Damiano Brigo ◽

G. B. Di Masi

Keyword(s):

Finite Dimensional

Stochastic Differential and Difference EquationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Birkhäuser Boston

Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control

Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties

Composition of Skeletons and Support Theorems

On a Class of Semilinear Stochastic Partial Differential Equations

Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation

Stochastic Equations in Formal Mappings

Parallel Numerical Solution of a Class of Volterra Integro—Differential Equations

Invariant Measures for Diffusion Processes in Conuclear Spaces

Statistical Analysis of Nonlinear and NonGaussian Time Series

On Nonlinear SDE’S whose Densities Evolve in a Finite—Dimensional Family

Stochastic Differential and Difference Equations
Latest Publications