Topics in Stochastic Analysis and Nonparametric Estimation

Chapter 1 Some Recent Results on Averaging Principle

Chapter 2 Cramer’s Theorem for Nonnegative Multivariate Point Processes with Independent Increments

Chapter 3 On Bounded Solutions of the Balanced Generalized Pantograph Equation

Chapter 4 Numerical Methods for Non-Zero-Sum Stochastic Differential Games: Convergence of the Markov Chain Approximation Method

Chapter 5 On the Estimation of an Analytic Spectral Density Outside of the Observation Band

Chapter 7 Hypothesis Testing under Composite Functions Alternative

Chapter 8 On Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without and with Weights

Chapter 9 Stochastic Parabolic Equations of Full Second Order