Stochastic Analysis And Related Topics Vii
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Stochastic Analysis And Related Topics Vii
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Author : Laurent Decreusefond
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Analysis And Related Topics Vii written by Laurent Decreusefond and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
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.
Stochastic Analysis And Related Topics
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Author : Hayri Korezlioglu
language : en
Publisher: Springer
Release Date : 2006-11-14
Stochastic Analysis And Related Topics written by Hayri Korezlioglu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
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.
Stochastic Analysis And Related Topics
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Author : Hayri Korezlioglu
language : en
Publisher:
Release Date :
Stochastic Analysis And Related Topics written by Hayri Korezlioglu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Stochastic Analysis And Related Topics Ii
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Author : Hayri Korezlioglu
language : en
Publisher: Springer
Release Date : 2006-11-14
Stochastic Analysis And Related Topics Ii written by Hayri Korezlioglu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
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 anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.
Stochastic Analysis And Related Topics
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Author : Laurent Decreusefond
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-08-04
Stochastic Analysis And Related Topics written by Laurent Decreusefond and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-08-04 with Mathematics categories.
Since the early eighties, Ali Süleyman Üstünel has been one of the main contributors to the field of Malliavin calculus. In a workshop held in Paris, June 2010 several prominent researchers gave exciting talks in honor of his 60th birthday. The present volume includes scientific contributions from this workshop. Probability theory is first and foremost aimed at solving real-life problems containing randomness. Markov processes are one of the key tools for modeling that plays a vital part concerning such problems. Contributions on inventory control, mutation-selection in genetics and public-private partnerships illustrate several applications in this volume. Stochastic differential equations, be they partial or ordinary, also play a key role in stochastic modeling. Two of the contributions analyze examples that share a focus on probabilistic tools, namely stochastic analysis and stochastic calculus. Three other papers are devoted more to the theoretical development of these aspects. The volume addresses graduate students and researchers interested in stochastic analysis and its applications.
Stochastic Analysis And Mathematical Physics
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Author : A.B. Cruzeiro
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Analysis And Mathematical Physics written by A.B. Cruzeiro and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
This volume represents the outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. It is a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, mathematical physics, and physics. Key topics covered include: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropic projections, and many others.
Stochastic Analysis And Related Topics
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Author : H. Korezlioglu
language : en
Publisher:
Release Date : 1993-02-01
Stochastic Analysis And Related Topics written by H. Korezlioglu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-02-01 with categories.
Stochastic Analysis And Related Topics Viii
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Author : Ulug Capar
language : en
Publisher: Springer Science & Business Media
Release Date : 2003-04
Stochastic Analysis And Related Topics Viii written by Ulug Capar and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003-04 with Mathematics categories.
Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more. This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus. The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics. Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. Üstünel
Stochastic Analysis And Related Topics In Kyoto
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Author : H. Kunita
language : en
Publisher:
Release Date : 2019
Stochastic Analysis And Related Topics In Kyoto written by H. Kunita and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with categories.
Stochastic Calculus For Fractional Brownian Motion And Related Processes
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Author : Yuliya Mishura
language : en
Publisher: Springer
Release Date : 2008-04-12
Stochastic Calculus For Fractional Brownian Motion And Related Processes written by Yuliya Mishura and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-04-12 with Mathematics categories.
This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional market.