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Stochastic Processes : A Festschrift in Honour of Gopinath Kallianpur

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概要 On behalf of those of us who in various ways have con tributed to this volume, and on behalf of all of his colleagues, students and friends throughout the world-wide scientific com munity, we dedicate... this volume to Gopinath Kallianpur as a tribute to his work and in appreciation for the insights which he has so graciously and generously offered, and continues to offer, to all of us. Stochastic Processes contains 41 articles related to and frequently influ enced by Kallianpur's work. We regret that space considerations prevented us from including contributions from his numerous colleagues (at North Carolina, lSI, Minnesota, Michigan), former students, co-authors and other eminent scientists whose work is akin to Kallianpur's. This would have taken several more volumes! All articles have been refereed, and for their valuable assistance in this we thank many of the contributing authors, as well as: R. Bradley, M.H.A. Davis, R. Davis, J. Hawkins, J. Horowitz, C. Houdre, N.C. Jain, C. Ji, P. Kokoszka, T. Kurtz, K.S. Lau, W. Linde, D. Monrad, D. Stroook, D. Surgailis and S. Yakowitz. We also thank June Maxwell for editorial assistance, Peggy Ravitch for help with the production of the volume, and Lisa Brooks for secretarial assistance. Finally, we are indebted to Dr. Martin Gilchrist, the Statistics editor, and the Springer editorial board for their excellent cooperation and enthusiastic support throughout this project.続きを見る
目次 A remark on the support of cadlag processes
Large deviation results for branching processes
Random iterations of two quadratic maps
Zero-one law for semigroups of measures on groups
Multiplicity properties of stationary second order random fields
Multiple time scale analysis of hierarchically interacting systems
Feynman's operational calculus as a generalized path integral
Forward and backward equations for an adjoint process
The transition function of a measure-valued branching diffusion with immigration
Scattering theory for unitary cocycles
Sur les variations des fonctions aléatoires Gaussiennes
Random allocation methods in an epidemic model
On Hellinger transforms for solutions of martingale problems
The homogeneous chaos over compact Lie groups
Asymptotics for two-dimensional anisotropic random walks
A role of the Lévy Laplacian in the causal calculus of generalized white noise functionals
On the approximation of multiple Stratonovich integrals
Two examples of parameter estimation for stochastic partial differential equations
Computer simulation of ?-stable Ornstein-Uhlenbeck processes
Some linear random functional characterized by Lp-symmetries
Higher order approximate Markov chain filters
Fourier transform and cylindrical Hida distributions
Representation and stability of nonlinear filters associated with Gaussian noises
On central limit theory for families of strongly mixing additive random functions
Positive generalized functions on infinite dimensional space
Strong solutions of stochastic bilinear equations with anticipating drift in the first Wiener chaos
Structure of periodically distributed stochastic sequences
Markov property of measure-indexed Gaussian random fields
Relative entropy as a countably additive measure
Probability bounds, multivariate normal distribution and an integro-diflferential inequality for random vectors
On the gauge for the third boundary value problem
A note on prediction and an autoregressive sequence
On generalized stochastic partial differential equations
Examples of self similar stable processes
Green operators of absorbing Levy processes on the half line
Moments of sums of independent random variables
Relative entropy and hydrodynamic limits
Donsker's ?-function and its applications in the theory of white noise analysis
A fractional calculus on Wiener space
Inequalities for products of white noise functionals
A note on the consistency of M-estimates in linear models.
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登録日 2020.06.27
更新日 2020.06.28