Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop / Edition 1

Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop / Edition 1

by Laurent Decreusefond
     
 

ISBN-10: 0817642005

ISBN-13: 9780817642006

Pub. Date: 05/07/2009

Publisher: Birkhauser Verlag

Stochastic analysis has proved to be one of the most widely applicable mathematical tools available to researchers in a variety of scientifi c and engineering disciplines. One of the most challenging subjects in relation to physics concerns an analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of the pat h and loop

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Overview

Stochastic analysis has proved to be one of the most widely applicable mathematical tools available to researchers in a variety of scientifi c and engineering disciplines. One of the most challenging subjects in relation to physics concerns an analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of the pat h and loop space on a Lie group. In this volume an up-to-date survey o f this topic is given by L. Gross. Another concise but complete survey of the Hausdorff measure on Wiener space and its applications to Mall iavin Calculus is given by D. Feyel.

Product Details

ISBN-13:
9780817642006
Publisher:
Birkhauser Verlag
Publication date:
05/07/2009
Series:
Progress in Probability Series, #48
Edition description:
2001
Pages:
252
Product dimensions:
9.21(w) x 6.14(h) x 0.63(d)

Table of Contents

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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