Stochastic differential and difference equations Book

	Preface
	Gyor. The Conference Venue
	List of Participants
	Periodically Correlated Solutions to a Class of Stochastic Difference Equations	1
	On Nonlinear SDE'S whose Densities Evolve in a Finite-Dimensional Family	11
	Composition of Skeletons and Support Theorems	21
	Invariant Measure for a Wave Equation on a Riemannian Manifold	35
	Ergodic Distributed Control for Parameter Dependent Stochastic Semilinear Systems	43
	Dirichlet Forms, Caccioppoli Sets and the Skorohod Equation	59
	Rate of Convergence of Moments of Spall's SPSA Method	67
	General Setting for Stochastic Processes Associated with Quantum Fields	77
	On a Class of Semilinear Stochastic Partial Differential Equations	91
	Parallel Numerical Solution of a Class of Volterra Integro-Differential Equations	123
	On the Laws of the Oseledets Spaces of Linear Stochastic Differential Equations	133
	On Stationarity of Additive Bilinear State-space Representation of Time Series	143
	On Convergence of Approximations of Ito-Volterra Equations	157
	Non-isotropic Ornstein-Uhlenbeck Process and White Noise Analysis	167
	Stochastic Processes with Independent Increments on a Lie Group and their Selfsimilar Properties	183
	Optimal Damping of Forced Oscillations Discrete-time Systems by Output Feedback	203
	Forecast of Levy's Brownian Motion as the Observation Domain Undergoes Deformation	233
	A Maximal Inequality for the Skorohod Integral	241
	On the Kinematics of Stochastic Mechanics	253
	Stochastic Equations in Formal Mappings	267
	On Fisher's Information Matrix of an ARMA Process	273
	Statistical Analysis of Nonlinear and NonGaussian Time Series	285
	Bilinear Stochastic Systems with Long Range Dependence in Continuous Time	299
	On Support Theorems for Stochastic Nonlinear Partial Differential Equations	309
	Excitation and Performance in Continuous-time Stochastic Adaptive LQ-control	319
	Invariant Measures for Diffusion Processes in Conuclear Spaces	329
	Degree Theory on Wiener Space and an Application to a Class of SPDEs	339
	On the Interacting Measure-Valued Branching Processes	345