**Meet the editor**

Ivan Ivanov is a Professor of mathematics at the Faculty of Economics and Business Administration of the Sofia University "St. Kliment Ohridski", Sofia, Bulgaria. He is the Head of the Statistics and Econometrics Department. Prof. Ivanov received his PhD (1994) and his Dr. Science degree (2007) from the same university. His research fields include the quantitative methods in economics,

stochastic modeling and applications, game theory, matrix theory, nonlinear matrix equations and their applications. Ivan Ivanov has published over 100 papers, two monographs (in Bulgarian) and four textbooks (in Bulgarian). He serves on the editorial boards of two international mathematical journals.

Contents

**Preface IX** 

Serena Doria

David Opeyemi

Jingtao Shi

Ivan Ivanov

Sergey V. Sokolov

Chapter 1 **Design of Estimation Algorithms from an Innovation** 

Chapter 2 **On Guaranteed Parameter Estimation of Stochastic** 

Uwe Küchler and Vyacheslav A. Vasiliev

Chapter 3 **Coherent Upper Conditional Previsions Defined by Hausdorff Outer Measures to Forecast in Chaotic Dynamical Systems 51** 

Chapter 4 **Geometrical Derivation of Equilibrium Distributions** 

Chapter 5 **Stochastic Modelling of Structural Elements 81** 

Chapter 6 **Singular Stochastic Control in Option Hedging with Transaction Costs 103**  Tze Leung Lai and Tiong Wee Lim

Chapter 7 **Stochastic Control for Jump Diffusions 119** 

Chapter 8 **Iterations for a General Class of Discrete-Time** 

Chapter 9 **Stochastic Observation Optimization on the Basis** 

**of the Generalized Probabilistic Criteria 171** 

**Riccati-Type Equations: A Survey and Comparison 147** 

**in Some Stochastic Systems 63**  Ricardo López-Ruiz and Jaime Sañudo

**with Uncertain Observations 1** 

**Approach in Linear Discrete-Time Stochastic Systems** 

J. Linares-Pérez, R. Caballero-Águila and I. García-Garrido

**Delay Differential Equations by Noisy Observations 23** 
