Proceedings of the International Conference on Stochastic Analysis and Applications: Hammamet, 2001 - Brossura

 
9789048166619: Proceedings of the International Conference on Stochastic Analysis and Applications: Hammamet, 2001
Brossura
ISBN 10: 9048166616 ISBN 13: 9789048166619
Casa editrice: Springer, 2010

Sinossi

Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject.

This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Contenuti

Mathematical aspects of decoherence induced classicality in quantum systems.- Hankel operators on Segal-Bargmann spaces.- Malliavin calculus and real Bott periodicity.- Heat equation associated with Lévy laplacian.- Zeta-regularized traces versus the Wodzicki residue as tools in quantum field theory and infinite dimensional geometry.- Quantum stochastic calculus applied to path spaces over Lie groups.- Martingale approximation for self-intersection local time of brownian motion.- Itô formula for generalized functionals of brownian bridge.- Fock space operator valued martingale convergence.- Stochastic integration for compensated Poisson measures and the Lévy-Itô formula.- Exponential ergodicity of classical and quantum Markov birth and death semigroups.- Asymptotic flux across hypersurfaces for diffusion processes.- Reflected backward stochastic differential equation with superlinear growth.- Semidynamical systems with the same order relation.- Infinite-dimensional Lagrange problem and application to stochastic processes.- On portfolio separation in the Merton problem with bankruptcy or default.- Square of white noise unitary evolutions on boson Fock space.- Numerical solution of Wick stochastic differential equations.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2010
Lingua
Inglese
ISBN 10 
9048166616
ISBN 13 
9789048166619
Rilegatura
Copertina flessibile
Numero di pagine
360
Redattore
Albeverio Sergio, Boutet De Monvel Anne, Ouerdiane Habib
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Germania

Altre edizioni note dello stesso titolo

9781402024672: Proceedings Of The International Conference On Stochastic Analysis And Applications: Hammamet, 2001

Edizione in evidenza

ISBN 10:  1402024673 ISBN 13:  9781402024672
Casa editrice: Kluwer Academic Pub, 2004
Rilegato