Stochastic Differential and Difference Equations

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.

Contenu
Periodically Correlated Solutions to a Class of Stochastic Difference Equations.- On Nonlinear SDE'S whose Densities Evolve in a FiniteDimensional Family.- Composition of Skeletons and Support Theorems.- Invariant Measure for a Wave Equation on a Riemannian Manifold.- Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems.- Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation Masatoshi Fukushima.- Rate of Convergence of Moments of Spall's SPSA Method.- General Setting for Stochastic Processes Associated with Quantum Fields.- On a Class of Semilinear Stochastic Partial Differential Equations.- Parallel Numerical Solution of a Class of Volterra IntegroDifferential Equations.- On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations.- On Stationarity of Additive Bilinear State-space Representation of Time Series.- On Convergence of Approximations of ItoVolterra Equations.- Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis.- Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties.- Optimal Damping of Forced Oscillations Discrete-time Systems by Output Feedback.- Forecast of Lévy's Brownian Motion as the Observation Domain Undergoes Deformation.- A Maximal Inequality for the Skorohod Integral.- On the Kinematics of Stochastic Mechanics.- Stochastic Equations in Formal Mappings.- On Fisher's Information Matrix of an ARMA Process.- Statistical Analysis of Nonlinear and NonGaussian Time Series.- Bilinear Stochastic Systems with Long Range Dependence in Continuous Time.- On Support Theorems for Stochastic Nonlinear Partial Differential Equations.- Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control.- Invariant Measures forDiffusion Processes in Conuclear Spaces.- Degree Theory on Wiener Space and an Application to a Class of SPDEs.- On the Interacting Measure-Valued Branching Processes.