Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop: 48 - Brossura
Sinossi
[see attached] Stochastic analysis has proved to be one of the most widely applicable mathematical tools available to researchers in a variety of scientific and engineering disciplines. This volume is an outgrowth of the 7th Silivri Workshop and features articles on a variety of rich topics, including: * an analysis of heat kernels on infinite dimensional manifolds, * the Hausdorff measure on Wiener space and its applications to Malliavin Calculus, * short time asymptotics of diffusion processes with values in infinite dimensional manifolds, * large deviations of diffusions with discontinuous drifts, * stochastic integration with respect to the fractional Brownian motion (which is not a semimartingale), * Stokes' formula for the Brownian sheet, * topics treating modeling systems with long memory The broad selection of surveys presented demonstrates the powerful stochastic techniques of prominent researchers and will be of interest to researchers, graduate students, and mathematical economists.
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Contenuti
Preface * 1. Heat Kernel Analysis on Lie Groups / L. Gross * 2. Hausdorff--Gauss Measures / D. Feyel * 3. Short Time Asymptotics of Certain Infinite Dimensional Diffusion Processes / S. Aida and H. Kawabi * 4. Stokes' and Ito's Formulae for Anticipative Processes in Two Dimensions with Non-Monotonous Time Scale / S. Amine * 5. The Complex Brownian Motion as a Weak Limit of Processes Constructed from a Poisson Process / X. Bardina * 6. Large Deviation of Diffusion Processes with Discontinuous Drift / T.-S. Chiang and S.-J. Sheu * 7. A Skohorod--Stratonovitch Integral for the Fractional Brownian Motion / L. Decreusefond * 8. Density Estimate in Small Time for Jump Processes with Singular L\'evy Measures / Y. Ishikawa * 9. Variational Calculus for a L\'evy process Based on a Lie Group / N. Privault * 10. Sharp Laplace Asymptotics for a Hyperbolic SPDE / C. Rovira and S. Tindel * 11. Damped Logarithmic Sobolev Inequality on the Wiener Space / A.S. Ustunel
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 264 pp. Englisch. Codice articolo 9781461266389
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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. Codice articolo 4189283
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Taschenbuch. Condizione: Neu. Stochastic Analysis and Related Topics VII | Proceedings of the Seventh Silivri Workshop | Laurent Decreusefond (u. a.) | Taschenbuch | vii | Englisch | 2012 | Birkhäuser | EAN 9781461266389 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Codice articolo 106029383
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Stochastic Analysis and Related Topics VII : Proceedings of the Seventh Silivri Workshop
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Codice articolo 9781461266389
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