Articles liés à Stochastic Analysis and Related Topics VII: Proceedings...
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop - Couverture souple
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
- ÉditeurBirkhäuser
- Date d'édition2012
- ISBN 10 1461266386
- ISBN 13 9781461266389
- ReliureBroché
- Langueanglais
- Nombre de pages264
- ÉditeurDecreusefond Laurent, Oksendal Bernt, Üstünel Ali S.
Acheter neuf
Afficher cet article
EUR 93
EUR 9,70 expédition depuis Allemagne vers France
Destinations, frais et délaisAutres éditions populaires du même titre
Résultats de recherche pour Stochastic Analysis and Related Topics VII: Proceedings...
Image fournie par le vendeur
Stochastic Analysis and Related Topics VII
Edité par
Birkhäuser Boston, 2012
ISBN 10 : 1461266386
ISBN 13 : 9781461266389
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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. N° de réf. du vendeur 4189283
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Stochastic Analysis and Related Topics VII
Edité par
Birkhäuser Boston Okt 2012, 2012
ISBN 10 : 1461266386
ISBN 13 : 9781461266389
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. N° de réf. du vendeur 9781461266389
Quantité disponible : 2 disponible(s)
Image fournie par le vendeur
Stochastic Analysis and Related Topics VII : Proceedings of the Seventh Silivri Workshop
Edité par
Birkhäuser Boston, Birkhäuser Boston, 2012
ISBN 10 : 1461266386
ISBN 13 : 9781461266389
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. N° de réf. du vendeur 9781461266389
Quantité disponible : 1 disponible(s)
Image d'archives
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop (Progress in Probability)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9781461266389_new
Quantité disponible : Plus de 20 disponibles
Image d'archives
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop
Edité par
Springer-Verlag New York Inc., 2012
ISBN 10 : 1461266386
ISBN 13 : 9781461266389
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 439. N° de réf. du vendeur C9781461266389
Quantité disponible : Plus de 20 disponibles
Image d'archives
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop (Progress in Probability)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur ABLIING23Mar2716030028133
Quantité disponible : Plus de 20 disponibles