Stochastic Differential and Difference Equations

by Gy. Michaletzky, Imre Csizar, Imre Csiszár

Periodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE'S whose Densities Evolve in a Finite-Dimensional Family.- Composition of Skeletons and Support Theorems.- Invariant Measure for a Wave Equation on a Riemannian Manifold.- Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems.- Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation Masatoshi Fukushima.- Rate of Convergence...

• Format: Hardcover
• Language: English
• ISBN: 0817639713
• ISBN13: 9780817639716
• Release Date: August 1997
• Publisher: Birkhauser
• Length: 380 Pages
• Weight: 1.60 lbs.
• Dimensions: 0.9" x 6.1" x 9.2"