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Stochastic Analysis and Related Topics VIII

Silivri Workshop in Gazimagusa (North Cyprus), September 2000

Medium: Buch
ISBN: 978-3-7643-6998-9
Verlag: Springer
Erscheinungstermin: 01.04.2003
Lieferfrist: bis zu 10 Tage

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.

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.


Produkteigenschaften


  • Artikelnummer: 9783764369989
  • Medium: Buch
  • ISBN: 978-3-7643-6998-9
  • Verlag: Springer
  • Erscheinungstermin: 01.04.2003
  • Sprache(n): Englisch
  • Auflage: 2003
  • Serie: Progress in Probability
  • Produktform: Gebunden
  • Gewicht: 1080 g
  • Seiten: 208
  • Format (B x H x T): 160 x 241 x 17 mm
  • Ausgabetyp: Kein, Unbekannt
Autoren/Hrsg.

Herausgeber

Stochastic Control and Games Under Arbitrarily Dependent Noises.- Stochastic Games with Risk Sensitive Payoffs for N Players.- An Overall View of Stochastics in Colombeau Related Algebras.- On Metrics for Tangent Processes on the Path Space.- Weak Approximation for Semilinear Stochastic Evolution Equations.- Exponential Type Decrease of the Density for Jump Processes with Singular Levy Measures in Small Time.- Controllability and Observability of Linear Stochastic Systems in Hilbert Spaces.- Exact Computation of Spectral Densities for a Langevin Dynamic Modelling the Relaxation of a Protein near its Equilibrium.- Quasi-invariance for Lévy Processes under Anticipating Shifts.- Gaussian Measure of the Intersection of Two Absolutely Convex Sets.