Foreword ........................................................ v
Dedicated to Professor Rafail Z. Khasminskii on
the occasion of his seventy-fifth birthday .................... vii
Preface ........................................................ ix
Part I: Asymptotic Analysis Involving Stochastic
Differential Equations
Some recent results on averaging principle ...................... 1
Mark Freidhn and Alexander Wentzell
Cramer's theorem for nonnegative multivariate
point processes with independent increments .................... 21
Fima Klebaner and Robert Liptser
On bounded solutions of the balanced
generalized pantograph equation ................................ 29
Leonid Bogachev, Gregory Derfel,
Stanislav Molchanov, and John Ockendon
Numerical methods for non-zero-sum stochastic
differential games: Convergence of the Markov
chain approximation method ..................................... 51
Harold J.Kushner
Part II: Nonparametric Estimation
On the estimation of an analytic spectral
density outside of the observation band ........................ 85
Ildar A.Ibragimov
On oracle inequalities related to high
dimensional linear models ..................................... 105
Yuri Golubev
Hypothesis testing under composite functions
alternative ................................................... 123
Oleg V.Lepski and Christophe F.Pouet
Part III: Stochastic Partial Differential Equations
On parabolic pdes and SPDes in Sobolev spaces WЈ
without and with weights ...................................... 151
Nicolai V.Krylov
Stochastic parabolic equations of full second order ........... 199
Sergey V.Lototsky and Boris L.Rozovskii
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