Proceedings of Steklov Mathematical Institute Seminar; Statistics and Control of Stochastic Processes
The Table of Contents for the full book PDF is as follows:
Preface
Robert Liptser
Publications of Robert Liptser
Moderate deviations for iterates of expanding maps
The branching diffusion approximation for a model of a synchronized queueing network
On Hellinger processes for parametric families of experiments
The turnpike property and the central limit theorem in stochastic models of economic dynamics
A stochastic control model for hedging in incomplete markets
On sequential estimation of parameters in continuous-time stochastic regression
Asymptotic properties of an approximate maximum likelihood estimator for stochastic PDEs
Enlargement of the Wiener filtration by a manifold valued random element via Malliavin’s calculus
On the Pontryagin maximum principle for SDEs with a Poisson-type driving noise
On the FTAP of Kreps–Delbaen–Schachermayer
An estimation of a periodic trend under the autoregressive noise
An estimation of a multivariate density and its derivatives by weakly dependent observations
On one-dimensional SPDEs with constant coefficients on the positive half axis
On density estimation by the observations of ergodic diffusion processes
Large deviations for non diffusion process
First order and second order necessary conditions of optimality for stochastic systems
On some asymptotic properties of nonhomogeneous Markov chains and random sequences with countable number of values
A monotonicity method for some elliptic SPDEs
An inequality for the local asymptotic normality
Stochastic dynamic systems with failures: absolute continuous compensators
