Topics in Stochastic Analysis and Nonparametric Estimation

Pao-Liu Chow

ISBN 10: 1441925813 / ISBN 13: 9781441925817

Published by Springer New York Sep 2011, 2011

About this Item

This item is printed on demand - it takes 3-4 days longer - Neuware -To honor Rafail Z. Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled 'Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems' was held. This volume commemorates this special event. Dedicated to Professor Khasminskii, it consists of nine papers on various topics in probability and statistics. 232 pp. Englisch. Seller Inventory # 9781441925817

Bibliographic Details

Title: Topics in Stochastic Analysis and ...

Publisher: Springer New York Sep 2011

Publication Date: 2011

Binding: Taschenbuch

Condition: Neu

About this title

Synopsis:

This IMA Volume in Mathematics and its Applications TOPICS IN STOCHASTIC ANALYSIS AND NONPARAMETRIC ESTIMATION contains papers that were presented at the IMA Participating Institution conference on "Asymptotic Analysis in Stochastic Processes, Nonparamet­ ric Estimation, and Related Problems" held on September 15-17, 2006 at Wayne State University. The conference, which was one of approximately ten selected each year for partial support by the IMA through its affiliates program, was dedicated to Professor Rafail Z. Khasminskii on the occasion th of his 75 birthday, in recognition of his profound contributions to the field of stochastic processes and nonparametric estimation theory. We are grateful to the participants and, especially, to the conference organizers, for making the event so successful. Pao-Liu Chow, Boris Mor­ dukhovich, and George Yin of the Department of Mathematics at Wayne State University did a superb job organizing this first-rate event and in editing these proceedings. We take this opportunity to thank the Nation al Science Foundation for its support of the IMA.

From the Back Cover:

To assess the past achievement and to provide a road map for future research, an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held at Wayne State University, September 15-17, 2006. This conference was also held to honor Professor Rafail Z. Khasminskii for his fundamental contributions to many aspects of stochastic processes and nonparametric estimation theory on the occasion of his seventy-fifth birthday. It assembled an impressive list of invited speakers, who are renowned leaders in the fields of probability theory, stochastic processes, stochastic differential equations, as well as in the nonparametric estimation theory, and related fields. A number of invited speakers were early developers of the fields of probability and stochastic processes, establishing the foundation of the Modern probability theory. After the conference, to commemorate this special event, an IMA volume dedicated to Professor Rafail Z. Khasminskii was put together. It consists of nine papers on various topics in probability and statistics. They include authoritative expositions as well as significant research papers of current interest. It is conceivable that the volume will have a lasting impact on the further development of stochastic analysis and nonparametric estimation.