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008 100719s2008 xxu| s |||| 0|eng d
020 _a9780387751115
024 7 _a10.1007/978-0-387-75111-5
_2doi
035 _a978-0-387-75111-5
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
090 _amg
100 1 _aChow, Pao-Liu.
_99271
245 1 0 _aTopics in Stochastic Analysis and Nonparametric Estimation
_h[electronic resource]/
_cedited by Pao-Liu Chow, George Yin, Boris Mordukhovich.
260 _aNew York:
_bSpringer New York,
_c2008.
300 _bdigital.
490 0 _aThe IMA Volumes in Mathematics and its Applications,
_x0940-6573;
_v145
505 0 _aSome recent results on averaging principle -- Cramer's theorem for nonnegative multivariate point processes with independent increments -- On bounded solutions of the balanced generalized pantograph equation -- Numerical methods for non-zero-sum stochastic differential games: Convergance of the Markov chain approximation method -- On the estimation of an analytic spectral density outside of the observation band -- On oracle inequalities related to high dimensional linear models -- Hypothesis testing under composite functions alternative -- On parabolic pdes and spdes in Sobolov spaces W2/p without and with weights -- Stochastic parabolic equations of full second order .
520 _aTo 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 .
650 0 _aMathematics
_943458
650 0 _aDistribution (Probability theory)
_937119
697 _aMatemáticas Gerais-
_x(inclusive alguns textos elementares sobre assuntos específicos)
_923752
700 1 _aYin, George,
_d1954-
_936479
700 1 _aMordukhovich, Boris
_99372
710 1 _aSpringerLink (Online service).
_98857
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9780387751108
830 4 _aThe IMA volumes in mathematics and its applications;
_v145
_912439
856 4 0 _uhttp://dx.doi.org/10.1007/978-0-387-75111-5
942 _2impa
_cEBK
999 _aCHOW, Pao-Liu; YIN, George; MORDUKHOVICH, Boris. <b> Topics in Stochastic Analysis and Nonparametric Estimation. </b> New York: Springer New York, 2008. (The IMA Volumes in Mathematics and its Applications, 0940-6573 ; 145). ISBN 9780387751115. Disponível em: http://dx.doi.org/10.1007/978-0-387-75111-5 . Acesso em: 17 nov. 2017.
_c38491
_d38491