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Parameter Estimation in Stocastic Differentioal EquationsAuthor: Jaya P.N. Bishwal Stochastic differential equations (SDEs) are a natural choice to model the time evolution of dynamic systems which are subject to random influences (cf. Arnold (1974), Van Kampen (1981)). For example, in physics the dynamics of ions in superionic conductors are modelled via Langevin equations (cf. Dieterich et al. (1980)), and in engineering the dynamics of mechanical devices are described by differential equations under the influence of process noise as errors of measurement (cf. Gelb (1974)). Other applications are in biology (cf. Jennrich and Bright (1976)), medicine (cf. Jones (1984)), econometrics (cf. Bergstrom (1976, 1988)), finance (cf. Black and Scholes (1973)), geophysics (cf. Arato (1982)) and oceanography (cf. Adler et al. (1996)). |
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Elementary Functional AnalysisAuthor: Barbara D. MacCluer This text evolved from the content of a one semester introductory course in functional analysis that I have taught a number of times since 1996 at the University of irginia.Mystudentshave includedfirstandsecondyeargraduate studentspreparing for thesis work in analysis, algebra, or topology, graduate students in various epartments in the School of Engineering and Applied Science, and several undergraduate mathematics or physics majors. After a first draft of the manuscript was completed, it was also used for an independent reading course for several undergraduates preparing forgraduate school. |
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