Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Couverture rigide

Couverture rigide

ISBN 10 : 0817642005 ISBN 13 : 9780817642006

Editeur : Birkhauser Boston Inc, 2001

Synopsis

[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.

Détails de l'édition

• Éditeur: Birkhauser Boston Inc
• Date d'édition: 2001
• Langue: anglais
• ISBN 10: 0817642005
• ISBN 13: 9780817642006
• Reliure: Relié
• Nombre de pages: 259
• Éditeur: Decreusefond Laurent, Oksendal Bernt, Üstünel Ali S.
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible