Artículos relacionados a Stochastic Analysis and Related Topics VII: Proceedings...
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop: 48 (Progress in Probability) - Tapa blanda
Sinopsis
[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.
"Sinopsis" puede pertenecer a otra edición de este libro.
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
"Sobre este título" puede pertenecer a otra edición de este libro.
- EditorialBirkhäuser
- Año de publicación2012
- ISBN 10 1461266386
- ISBN 13 9781461266389
- EncuadernaciónTapa blanda
- IdiomaInglés
- Número de páginas264
- EditorDecreusefond Laurent, Oksendal Bernt, Üstünel Ali S.
- Contacto del fabricanteno disponible
Comprar nuevo
Ver este artículo
EUR 92,27
EUR 19,49 gastos de envío desde Alemania a España
Destinos, gastos y plazos de envíoOtras ediciones populares con el mismo título
Resultados de la búsqueda para Stochastic Analysis and Related Topics VII: Proceedings...
Imagen del vendedor
Stochastic Analysis and Related Topics VII
Impresión bajo demandaLibrería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Condición: 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. Nº de ref. del artículo: 4189283
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Stochastic Analysis and Related Topics VII
Publicado por
Birkhäuser Boston Okt 2012, 2012
ISBN 10: 1461266386
ISBN 13: 9781461266389
Nuevo
Taschenbuch
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: 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. Nº de ref. del artículo: 9781461266389
Cantidad disponible: 2 disponibles
Imagen de archivo
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop (Progress in Probability)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9781461266389_new
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Stochastic Analysis and Related Topics VII : Proceedings of the Seventh Silivri Workshop
Publicado por
Birkhäuser Boston, Birkhäuser Boston, 2012
ISBN 10: 1461266386
ISBN 13: 9781461266389
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: 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. Nº de ref. del artículo: 9781461266389
Cantidad disponible: 1 disponibles
Imagen del vendedor
Stochastic Analysis and Related Topics VII
Publicado por
Birkhäuser Boston, Birkhäuser Boston Okt 2012, 2012
ISBN 10: 1461266386
ISBN 13: 9781461266389
Nuevo
Taschenbuch
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. 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.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 264 pp. Englisch. Nº de ref. del artículo: 9781461266389
Cantidad disponible: 2 disponibles
Imagen de archivo
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop
Publicado por
Springer-Verlag New York Inc., 2012
ISBN 10: 1461266386
ISBN 13: 9781461266389
Nuevo
Paperback / softback
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Paperback / softback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 439. Nº de ref. del artículo: C9781461266389
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop (Progress in Probability)
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: ABLIING23Mar2716030028133
Cantidad disponible: Más de 20 disponibles