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Sinopsis
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.
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Reseña del editor
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.
Reseña del editor
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. 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 path and loop space on a Lie group. In this volume an up-to-date survey of this topic is given by L. Gross. Another concise but complete survey of the Hausdorff measure on Wiener space and its applications to Malliavin Calculus is given by D. Feyel. Other survey articles deal with a variety of rich topics: * 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 * a new family of logarithmic Sobolev inequalities via the Girsanov Theorem The broad coverage of various subjects demonstrates the powerful stochastic techniques of prominent researchers. This volume is an outgrowth of the Seventh Silivri Workshop. It will serve as a good reference text for graduate students and those working in stochastic analysis, as well as mathematical economists treating modeling systems with long memory. Contributors: S. Aida, S. Amine, X. Bardina, T.-S. Chiang, L. Decreusefond, D. Feyel, L. Gross, Y. Ishikawa, H. Kawabi, N. Privault, C. Rovira, S.-J. Sheu, S. Tindel, A.S. Ustunel
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- EditorialBirkhäuser
- Año de publicación2001
- ISBN 10 0817642005
- ISBN 13 9780817642006
- EncuadernaciónTapa dura
- IdiomaInglés
- Número de páginas264
- Contacto del fabricanteno disponible
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Stochastic analysis and related topics. Proceedings of the 7th Silivri workshop.
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Hardcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-04129 9780817642006 Sprache: Englisch Gewicht in Gramm: 550. Nº de ref. del artículo: 2490358
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Stochastic Analysis and Related Topics VII
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Stochastic Analysis and Related Topics VII
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Stochastic Analysis and Related Topics VII
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Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop (Progress in Probability, 48)
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STOCHASTIC ANALYSIS AND RELATED TOPICS VII
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Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop
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Gebunden. Condición: New. 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. Nº de ref. del artículo: 458444684
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Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop
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Birkhauser Boston Inc, 2001
ISBN 10: 0817642005
ISBN 13: 9780817642006
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Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop (Progress in Probability, 48)
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Stochastic Analysis and Related Topics VII : Proceedings of the Seventh Silivri Workshop
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Birkhauser Boston Jan 2001, 2001
ISBN 10: 0817642005
ISBN 13: 9780817642006
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Librería: AHA-BUCH GmbH, Einbeck, Alemania
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Buch. Condición: Neu. 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. Nº de ref. del artículo: 9780817642006
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