Stochastic Differential and Difference Equations

Imre Csiszar Gy?rgy Michaletzky

ISBN 10: 146127365X / ISBN 13: 9781461273653

Published by Springer, 2012

About this Item

pp. 380.

Seller Inventory # 2697514800

Bibliographic Details

• Title: Stochastic Differential and Difference Equations
• Publisher: Springer
• Publication Date: 2012
• Language: English
• ISBN 10: 146127365X
• ISBN 13: 9781461273653
• Binding: Soft cover
• Condition: New

About this title

Synopsis

The Conference on Stochastic Differential and Difference Equations held at Gyor, Hungary, August 21-24,1996 was organized jointly by Eotvos Lonind University, Budapest and Kossuth Lajos University, Debrecen, with the sponsorship of the Hungarian Regional, the International Executive and the European Regional Committees of the Bernoulli Society as a satellite event to the 4th World Congress of the Bernoulli Society, August 26-31, 1996, Vienna, Austria. It is noteworthy that the meeting had a strong international flavour with 76 participants from 21 countries, including 6 each from Japan and the USA. The core of the conference consisted of the 14 invited lectures, delivered by distinguished experts in their research fields. The majority of contemporary research areas have been covered in these lectures. The list of the invited speakers included T. Duncan, M. Fukushima, T. Funaki, 1. Gyongy, R. Khasminskii, 1. Kubo, H. Kunita, A. Lindquist, D. Nualart, R. Ober, M. Pavon, G. Picci, T. SubbaRao, M. Zakai. Invited lectures were presented in plenary sessions, while the con­ tributed papers were presented in two parallel sessions. The first session was devoted to various problems of stochastic partial differential equations (SPDE) and related random fields. The second session covered discrete and continuous time parameter ARMA processes and stochastic differen­ tial equations in general. The Szechenyi Istvan College in Gyor provided the venue of the event, seemingly the satisfaction of the participants.

About the Author

Imre Csiszar is a Research Professor at the Renyi Institute of the Hungarian Academy of Sciences, where he has worked since 1961. He is also Professor Emeritus of the University of Technology and Economics, Budapest, a Fellow of the Institute of Electronic and Electrical Engineers (IEEE) and former President of the Hungarian Mathematical Society. He has received numerous awards, including the Shannon Award of the IEEE Information Theory Society (1996).