Stochastic Processes

Cambanis, Stamatis; Ghosh, Jayanta K.; Karandikar, Rajeeva L.; Sen, Pranab K.

Stochastic Processes

Edited by Stamatis Cambanis, Jayanta K. Ghosh, Rajeeva L. Karandikar and Pranab K. Sen

in Springer Books from Springer

Date: 1993
ISBN: 978-1-4615-7909-0
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Chapters in this book:

A remark on the support of cadlag processes: S. Albeverio, Z. M. Ma and M. Röckner
Large Deviation Results for Branching Processes: K. B. Athreya and A. Vidyashankar
Random Iterations of Two Quadratic Maps: Rabi N. Bhattacharya and B. V. Rao
Zero-One Law for Semigroups of Measures on Groups: Tomasz Byczkowski and BalRam S. Rajput
Multiplicity Properties of Stationary Second Order Random Fields: Chiang Tse-Pei
Multiple Time Scale Analysis of Hierarchically Interacting Systems: Donald A. Dawson and Andreas Greven
Feynman’s Operational Calculus As A Generalized Path Integral: B. DeFacio, G. W. Johnson and M. L. Lapidus
Forward and Backward Equations for an Adjoint Process: Robert J. Elliott and Hailiang Yang
The Transition Function of a Measure-Valued Branching Diffusion with Immigration: S. N. Ethier and R. C. Griffiths
Scattering theory for unitary cocycles: Franco Fagnola and Kalyan B. Sinha
Sur les Variations des Fonctions Aléatoires Gaussiennes: X. Fernique
Random Allocation Methods in an Epidemic Model: J. Gani
On Hellinger transforms for solutions of martingale problems: B. Grigelionis
The Homogeneous Chaos over Compact Lie Groups: Leonard Gross
Asymptotics for Two-dimensional Anisotropic Random Walks: C. C. Heyde
A role of the Lévy Laplacian in the causal calculus of generalized white noise functionals: Takeyuki Hida
On the Approximation of Multiple Stratonovich Integrals: Y. Z. Hu and P. A. Meyer
Two Examples of Parameter Estimation for Stochastic Partial Differential Equations: M. Hübner, R. Khasminskii and B. L. Rozovskii
Computer Simulation of α-stable Ornstein-Uhlenbeck Processes: A. Janicki, K. Podgórski and A. Weron
Some Linear Random Functionals Characterized by L p -Symmetries: Olav Kallenberg
Higher Order Approximate Markov Chain Filters: P. E. Kloeden, E. Platen and H. Schurz
Fourier Transform and Cylindrical Hida Distributions: Izumi Kubo and Hui-Hsiung Kuo
Representation and stability of nonlinear filters associated with Gaussian noises: Hiroshi Kunita
On Central Limit Theory for Families of Strongly Mixing Additive Random Functions: M. R. Leadbetter and Holger Rootzén
Positive Generalized Functions on Infinite Dimensional Spaces: Yuh-Jia Lee
Strong Solutions of Stochastic Bilinear Equations with Anticipating Drift in the First Wiener Chaos: Jorge A. Leon and Victor Perez-Abreu
Structure of Periodically Distributed Stochastic Sequences: Andrzej Makagon and Habib Salehi
Markov Property of Measure-indexed Gaussian Random Fields: V. Mandrekar and Sixiang Zhang
Relative Entropy as a Countably-Additive Measure: P. R. Masani
Probability Bounds, Multivariate Normal Distribution and an Integro-Differential Inequality for Random Vectors: B. L. S. Prakasa Rao
On the Gauge for the Third Boundary Value Problem: S. Ramasubramanian
A Note on Prediction and an Autoregressive Sequence: Murray Rosenblatt
On generalized stochastic partial differential equations: Yu. A. Rozanov
Examples of self-similar stable processes: Shigeo Takenaka
Green Operators of Absorbing Lévy Processes on the Half Line: Hiroshi Tanaka
Moments of Sums of Independent Random Variables: K. Urbanik
Relative Entropy and Hydrodynamic Limits: S. R. S. Varadhan
Donsker’s δ-function and its applications in the theory of white noise analysis: Hisao Watanabe
A Fractional Calculus on Wiener Space: Shinzo Watanabe
Inequalities for Products of White Noise Functionals: J. A. Yan
A Note on the Consistency of M-Estimates in Linear Models: L. C. Zhao, C. Radhakrishna Rao and X. R. Chen

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DOI: 10.1007/978-1-4615-7909-0

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