Topics in Stochastic Analysis and Nonparametric Estimation

Some recent results on averaging principle.- Cramer's theorem for nonnegative multivariate point processes with independent increments.- On bounded solutions of the balanced generalized pantograph equation.- Numerical methods for non-zero-sum stochastic differential games: Convergance of the Markov chain approximation method.- On the estimation of an analytic spectral density outside of the observation band.- On oracle inequalities related to high dimensional linear models.- Hypothesis testing under composite functions alternative.- On parabolic pdes and spdes in Sobolov spaces W2/p without and with weights.- Stochastic parabolic equations of full second order.