Stochastic Analysis And Related Topics Vii

Author : Laurent Decreusefond,Bernt Oksendal,Ali S. Üstünel
Publisher : Springer Science & Business Media
Page : 252 pages
File Size : 50,7 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461201571

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Stochastic Analysis and Related Topics VII by Laurent Decreusefond,Bernt Oksendal,Ali S. Üstünel Pdf

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.

Author : Hayri Korezlioglu,Ali S. Ustunel
Publisher : Springer
Page : 384 pages
File Size : 54,8 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540391869

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Stochastic Analysis and Related Topics by Hayri Korezlioglu,Ali S. Ustunel Pdf

The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.

Author : Hayri Korezlioglu,Ali S. Ustunel
Publisher : Springer
Page : 281 pages
File Size : 55,7 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540465966

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Stochastic Analysis and Related Topics II by Hayri Korezlioglu,Ali S. Ustunel Pdf

The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.

Author : Laurent Decreusefond,Jamal Najim
Publisher : Springer Science & Business Media
Page : 222 pages
File Size : 46,7 Mb
Release : 2012-08-04
Category : Mathematics
ISBN : 9783642299827

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Stochastic Analysis and Related Topics by Laurent Decreusefond,Jamal Najim Pdf

Since the early eighties, Ali Süleyman Üstünel has been one of the main contributors to the field of Malliavin calculus. In a workshop held in Paris, June 2010 several prominent researchers gave exciting talks in honor of his 60th birthday. The present volume includes scientific contributions from this workshop. Probability theory is first and foremost aimed at solving real-life problems containing randomness. Markov processes are one of the key tools for modeling that plays a vital part concerning such problems. Contributions on inventory control, mutation-selection in genetics and public-private partnerships illustrate several applications in this volume. Stochastic differential equations, be they partial or ordinary, also play a key role in stochastic modeling. Two of the contributions analyze examples that share a focus on probabilistic tools, namely stochastic analysis and stochastic calculus. Three other papers are devoted more to the theoretical development of these aspects. The volume addresses graduate students and researchers interested in stochastic analysis and its applications.

Author : A.B. Cruzeiro,J.-C. Zambrini
Publisher : Springer Science & Business Media
Page : 162 pages
File Size : 55,9 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461201274

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Stochastic Analysis and Mathematical Physics by A.B. Cruzeiro,J.-C. Zambrini Pdf

This volume represents the outgrowth of an ongoing workshop on stochastic analysis held in Lisbon. The nine survey articles in the volume extend concepts from classical probability and stochastic processes to a number of areas of mathematical physics. It is a good reference text for researchers and advanced students in the fields of probability, stochastic processes, analysis, geometry, mathematical physics, and physics. Key topics covered include: nonlinear stochastic wave equations, completely positive maps, Mehler-type semigroups on Hilbert spaces, entropic projections, and many others.

Author : Hayri Korezlioglu,A.S. Ustunel
Publisher : Unknown
Page : 380 pages
File Size : 50,9 Mb
Release : 2024-06-29
Category : Electronic
ISBN : 3662181967

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Stochastic Analysis and Related Topics by Hayri Korezlioglu,A.S. Ustunel Pdf

Author : Ulug Capar
Publisher : Springer Science & Business Media
Page : 224 pages
File Size : 53,9 Mb
Release : 2003-04
Category : Mathematics
ISBN : 3764369981

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Stochastic Analysis and Related Topics VIII by Ulug Capar Pdf

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more. This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus. The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics. Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. Üstünel

Author : Yuliya Mishura
Publisher : Springer
Page : 398 pages
File Size : 49,5 Mb
Release : 2008-04-12
Category : Mathematics
ISBN : 9783540758730

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Stochastic Calculus for Fractional Brownian Motion and Related Processes by Yuliya Mishura Pdf

This volume examines the theory of fractional Brownian motion and other long-memory processes. Interesting topics for PhD students and specialists in probability theory, stochastic analysis and financial mathematics demonstrate the modern level of this field. It proves that the market with stock guided by the mixed model is arbitrage-free without any restriction on the dependence of the components and deduces different forms of the Black-Scholes equation for fractional market.

Author : Sergio Albeverio,Zhi-Ming Ma,Michael R”ckner
Publisher : World Scientific
Page : 476 pages
File Size : 48,7 Mb
Release : 2004
Category : Mathematics
ISBN : 9812702245

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Recent Developments in Stochastic Analysis and Related Topics by Sergio Albeverio,Zhi-Ming Ma,Michael R”ckner Pdf

This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings- (ISTP- / ISI Proceedings). OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences."

Author : H. Körezlioglu,A.S. Üstünel
Publisher : Springer Science & Business Media
Page : 372 pages
File Size : 51,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461203735

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Stochastic Analysis and Related Topics by H. Körezlioglu,A.S. Üstünel Pdf

This volume contains a large spectrum of work: super processes, Dirichlet forms, anticipative stochastic calculus, random fields and Wiener space analysis. The first part of the volume consists of two main lectures given at the third Silivri meeting in 1990: 1. "Infinitely divisible random measures and superprocesses" by D.A. Dawson, 2. "Dirichlet forms on infinite dimensional spaces and appli cations" by M. Rockner. The second part consists of recent research papers all related to Stochastic Analysis, motivated by stochastic partial differ ential equations, Markov fields, the Malliavin calculus and the Feynman path integrals. We would herewith like to thank the ENST for its material support for the above mentioned meeting as well as for the ini tial preparation of this volume and to our friend and colleague Erhan Qmlar whose help and encouragement for the realization of this volume have been essential. H. Korezlioglu A.S. Ustiinel INFINITELY DIVISIBLE RANDOM MEASURES AND SUPERPROCESSES DONALD A. DAWSON 1. Introduction.

Author : Robert C. Dalang,Marco Dozzi,Francesco Russo
Publisher : Springer Science & Business Media
Page : 470 pages
File Size : 49,7 Mb
Release : 2013-09-05
Category : Mathematics
ISBN : 9783034805452

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Seminar on Stochastic Analysis, Random Fields and Applications VII by Robert C. Dalang,Marco Dozzi,Francesco Russo Pdf

This volume contains refereed research or review articles presented at the 7th Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte Verità) in Ascona , Switzerland, in May 2011. The seminar focused mainly on: - stochastic (partial) differential equations, especially with jump processes, construction of solutions and approximations - Malliavin calculus and Stein methods, and other techniques in stochastic analysis, especially chaos representations and convergence, and applications to models of interacting particle systems - stochastic methods in financial models, especially models for power markets or for risk analysis, empirical estimation and approximation, stochastic control and optimal pricing. The book will be a valuable resource for researchers in stochastic analysis and for professionals interested in stochastic methods in finance.​

Author : Fabrice Baudoin,Jonathon Peterson
Publisher : Birkhäuser
Page : 221 pages
File Size : 41,5 Mb
Release : 2017-10-04
Category : Mathematics
ISBN : 9783319596716

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Stochastic Analysis and Related Topics by Fabrice Baudoin,Jonathon Peterson Pdf

The articles in this collection are a sampling of some of the research presented during the conference “Stochastic Analysis and Related Topics”, held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Bañuelos. A wide variety of topics in probability theory is covered in these proceedings, including heat kernel estimates, Malliavin calculus, rough paths differential equations, Lévy processes, Brownian motion on manifolds, and spin glasses, among other topics.

Author : Vladimir V. Kalashnikov,Vladimir M. Zolotarev
Publisher : Springer
Page : 392 pages
File Size : 51,7 Mb
Release : 2006-11-14
Category : Mathematics
ISBN : 9783540468639

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Stability Problems for Stochastic Models by Vladimir V. Kalashnikov,Vladimir M. Zolotarev Pdf

Traditionally the Stability seminar, organized in Moscow but held in different locations, has dealt with a spectrum of topics centering around characterization problems and their stability, limit theorems, probabil- ity metrics and theoretical robustness. This volume likewise focusses on these main topics in a series of original and recent research articles.

Author : H. Korezlioglu,A. S. Ustunel
Publisher : Unknown
Page : 384 pages
File Size : 44,6 Mb
Release : 1993-02-01
Category : Electronic
ISBN : 1461203740

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Stochastic Analysis and Related Topics by H. Korezlioglu,A. S. Ustunel Pdf

Author : Huaizhong Zhao,Aubrey Truman
Publisher : World Scientific
Page : 458 pages
File Size : 48,7 Mb
Release : 2012
Category : Mathematics
ISBN : 9789814360913

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New Trends in Stochastic Analysis and Related Topics by Huaizhong Zhao,Aubrey Truman Pdf

The volume is dedicated to Professor David Elworthy to celebrate his fundamental contribution and exceptional influence on stochastic analysis and related fields. Stochastic analysis has been profoundly developed as a vital fundamental research area in mathematics in recent decades. It has been discovered to have intrinsic connections with many other areas of mathematics such as partial differential equations, functional analysis, topology, differential geometry, dynamical systems, etc. Mathematicians developed many mathematical tools in stochastic analysis to understand and model random phenomena in physics, biology, finance, fluid, environment science, etc. This volume contains 12 comprehensive review/new articles written by world leading researchers (by invitation) and their collaborators. It covers stochastic analysis on manifolds, rough paths, Dirichlet forms, stochastic partial differential equations, stochastic dynamical systems, infinite dimensional analysis, stochastic flows, quantum stochastic analysis and stochastic Hamilton Jacobi theory. Articles contain cutting edge research methodology, results and ideas in relevant fields. They are of interest to research mathematicians and postgraduate students in stochastic analysis, probability, partial differential equations, dynamical systems, mathematical physics, as well as to physicists, financial mathematicians, engineers, etc.