Topics in Stochastic Analysis and Nonparametric Estimation

摘要: 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 Non-Zero-Sum Games: Convergence Markov Chain Approximation Method.- Nonparametric Estimation.- Estimation an Analytic Spectral Density Outside Observation Band.- Oracle Inequalities Related to High Dimensional Linear Models.- Hypothesis Testing under Composite Functions Alternative.- Partial Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without Weights.- Equations Full Second Order.