Stochastics in Finite and Infinite Dimensions

In Honor of Gopinath Kallianpur

AvHida Takeyuki,Rajeeva L. Karandikar

Inbunden, Engelska, 2000

Del i serien Trends in Mathematics

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Beskrivning

Since 1950 Gopinath Kallianpur has made significant contributions to the diverse area of probability and statistics, Fisher consistent estimation, non-linear prediction and filtering problems, zero-one laws for Gaussian processes, and reproducing kernel Hilbert space theory. This volume, dedicated to Kallianpur on the occasion of his 75th birthday, pays tribute to his achievements in the areas of probability and statistics, including stochastic finance.

Produktinformation

Utgivningsdatum:2000-10-23
Mått:155 x 235 x 25 mm
Vikt:803 g
Format:Inbunden
Språk:Engelska
Serie:Trends in Mathematics
Antal sidor:411
Upplaga:2001
Förlag:Birkhauser Boston Inc
ISBN:9780817641375

Utforska kategorier

Innehållsförteckning

Precise Gaussian Lower Bounds on Heat Kernels.- Feynman Integrals Associated with Albeverio—Hoegh-Krohn and Laplace Transform Potentials.- Random Iteration of I.I.D. Quadratic Maps.- Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering.- A Covariant Quantum Stochastic Dilation Theory.- Interacting Particle Filtering with Discrete-Time Observations: Asymptotic Behaviour in the Gaussian Case.- Hidden Markov Chain Filtering for Generalised Bessel Processes.- On the Zakai Equation of Filtering with Gaussian Noise.- Prediction and Translation of Fractional Brownian Motions.- Time Maps in the Study of Feynman’s Operational Calculus via Wiener and Feynman Path Integrals.- Two Applications of Reproducing Kernel Hilbert Spaces in Stochastic Analysis.- Stochastic Linear Controlled Systems with Quadratic Cost Revisited.- Numerical Solutions for a Class of SPDEs with Application to Filtering.- Nonlinear Diffusion Approximations of Queuing Networks.- On Equations of Stochastic Fluid Mechanics.- Infinite Level Asymptotics of a Perturbative Chern-Simons Integral.- Risk-Sensitive Dynamic Asset Management with Partial Information.- Existence of a Strong Solution for an Integro-Differential Equation and Superposition of Diffusion Processes.- On the Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses.- Large Deviations for Double Itô Equations.- The Domain of a Generator and the Intertwining Property.