Handbook of stochastic analysis and applications

MaRDI QIDQ2760882zbMATH OpenFDO

Authors

Publication date 16 December 2001

Published in Statistics: Textbooks and Monographs (Search for Journal in Brave)

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) General reference works (handbooks, dictionaries, bibliographies, etc.) pertaining to probability theory (60-00) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06) Stochastic analysis (60Hxx)

Review text

The articles of this volume will be reviewed individually.NEWLINENEWLINEIndexed articles:NEWLINENEWLINE\textit{Bhattacharya, Rabi}, Markov processes and their applications, 1-46 [Zbl 1006.60068]NEWLINENEWLINE\textit{Yan, Jia-An}, Semimartingale theory and stochastic calculus, 47-105 [Zbl 1002.60037]NEWLINENEWLINE\textit{Kuo, Hui-Hsiung}, White noise theory, 107-158 [Zbl 1001.60074]NEWLINENEWLINE\textit{Zhang, Bo}, Stochastic differential equations and their applications, 159-235 [Zbl 1011.60040]NEWLINENEWLINE\textit{Schurz, H.}, Numerical analysis of stochastic differential equations without tears, 237-359 [Zbl 0995.60052]NEWLINENEWLINE\textit{Dembo, Amir; Zeitouni, Ofer}, Large deviations and applications, 361-416 [Zbl 1002.60024]NEWLINENEWLINE\textit{Pakshin, P. V.}, Stability and stabilizing control of stochastic systems., 417-472 [Zbl 1051.93536]NEWLINENEWLINE\textit{Ramachandran, K. M.}, Stochastic differential games and applications, 473-532 [Zbl 1011.91019]NEWLINENEWLINE\textit{Zhang, Q.}, Stochastic manufacturing systems: A hierarchical control approach, 533-575 [Zbl 1008.90018]NEWLINENEWLINE\textit{Yin, G.}, Stochastic approximation: Theory and applications, 577-624 [Zbl 0992.62076]NEWLINENEWLINE\textit{Mendivil, Franklin; Shonkwiler, R.; Spruill, M. C.}, Optimization by stochastic methods., 625-677 [Zbl 1052.65057]NEWLINENEWLINE\textit{Zariphopoulou, Thaleia}, Stochastic control methods in asset pricing., 679-753 [Zbl 1051.91512]

Cited in

(3)

• An asymptotic thin shell condition and large deviations for random multidimensional projections
• Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes
• The explicit chaotic representation of the powers of increments of Lévy processes

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