Topics in Stochastic Analysis and Nonparametric Estimation (Hardcover)

Asymptotic Analysis Involving Stochastic Differential Equations.- Some 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: Convergence of the Markov Chain Approximation Method.- Nonparametric Estimation.- 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.- Stochastic Partial Differential Equations.- On Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without and with Weights.- Stochastic Parabolic Equations of Full Second Order.