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5 produkter
5 produkter
Stochastic Analysis and Related Topics VII
Proceedings of the Seventh Silivri Workshop
Inbunden, Engelska, 2001
1 064 kr
Skickas inom 10-15 vardagar
One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard Gross, a prominent developer of the theory. Another concise but complete survey of Hausdorff measures on Wiener space and its applications to Malliavin Calculus is given by D. Feyel, one of the most active specialists in this area. Other survey articles deal with short-time asymptotics of diffusion pro cesses with values in infinite dimensional manifolds and large deviations of diffusions with discontinuous drifts. A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space. Professional mathematicians looking for an overview of the state-of-the art in the above subjects will find this book helpful. In addition, graduate students as well as researchers whose domain requires stochastic analysis will find the original results of interest for their own research. The organizers acknowledge gratefully the financial help ofthe University of Oslo, and the invaluable aid of Professor Bernt 0ksendal and l'Ecole Nationale Superieure des Telecommunications.
Del 48 - Progress in Probability
Stochastic Analysis and Related Topics VII
Proceedings of the Seventh Silivri Workshop
Häftad, Engelska, 2012
1 064 kr
Skickas inom 10-15 vardagar
One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard Gross, a prominent developer of the theory. Another concise but complete survey of Hausdorff measures on Wiener space and its applications to Malliavin Calculus is given by D. Feyel, one of the most active specialists in this area. Other survey articles deal with short-time asymptotics of diffusion pro cesses with values in infinite dimensional manifolds and large deviations of diffusions with discontinuous drifts. A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space. Professional mathematicians looking for an overview of the state-of-the art in the above subjects will find this book helpful. In addition, graduate students as well as researchers whose domain requires stochastic analysis will find the original results of interest for their own research. The organizers acknowledge gratefully the financial help ofthe University of Oslo, and the invaluable aid of Professor Bernt 0ksendal and l'Ecole Nationale Superieure des Telecommunications.
Del 1316 - Lecture Notes in Mathematics
Stochastic Analysis and Related Topics
Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986
Häftad, Engelska, 1988
377 kr
Skickas inom 7-10 vardagar
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Del 1444 - Lecture Notes in Mathematics
Stochastic Analysis and Related Topics II
Proceedings of a Second Workshop held in Silivri, Turkey, July 18-30, 1988
Häftad, Engelska, 1990
483 kr
Skickas inom 10-15 vardagar
The second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of stochastic analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipate stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.
Del 1610 - Lecture Notes in Mathematics
Introduction to Analysis on Wiener Space
Häftad, Engelska, 1995
271 kr
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This text gives the basis of the probabilistic functional analysis on Wiener space, developed since the 1980s. The subject has progressed considerably through its links with QFT and the impact of "Stochastic Calculus of Variations" of P. Malliavin. Although the latter deals essentially with the regularity of the laws of random variables defined on the Wiener space, the book focuses on quite different subjects, such as independence, Ramer's theorem, and so forth. First year graduate level in functional analysis and theory of stochastic processes is required (stochastic integration with respect to Brownian motion, Ito formula, etc.). It can be taught as a 1-semester course as it is, or in 2 semesters adding preliminaries from the theory of stochastic processes.