Ichiro Shigekawa – författare
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2 produkter
2 produkter
Häftad, Engelska, 2004
621 kr
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Stochastic analysis is often understood as the analysis of functionals defined on the Wiener space, i.e., the space on which the Wiener process is realized. Since the Wiener space is infinite-dimensional, it requires a special calculus, the so-called Malliavin calculus. This book provides readers with a concise introduction to stochastic analysis, in particular, to the Malliavin calculus. It contains a detailed description of all the technical tools necessary to describe the theory, such as the Wiener process, the Ornstein-Uhlenbeck process, and Sobolev spaces. It also presents applications of stochastic calculus to the study of stochastic differential equations. The volume is suitable for graduate students and research mathematicians interested in probability and random processes.
Inbunden, Engelska, 1997
2 472 kr
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The Taniguchi International workshop on "New Trends in Stochastic Analysis" was held at Charingworth Manor, Gloucestershire, England from September 21-27, 1994. The workshop was followed by a symposium held with the Mathematics Research Centre of the University of Warwick from Sep 28 to Oct 1. In these meetings several of the new directions that stochastic analysis is taking were discussed, ranging from analysis on fractals to analysis on loop spaces.This volume contains articles by 15 participants, reflecting this range of topics. Amongst them are discussed: Sobolev and logrithmic Sobolev inequalities for Markov semigroups, asymptotics for heat equations on the exterior of convex domains, 2 D stochastic Ising models, reaction diffusion equations with noise and new approaches to infinite dimensional stochastic analysis including a Malliavin type calculus for equations driven by "rough signals".