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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop

Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop

Üstünel, Ali S.
Oksendal, Bernt
Decreusefond, Laurent

Hardcover

Series: Progress in Probability, Book 48

Medical ReferenceGeneral Mathematics

ISBN10: 0817642005
ISBN13: 9780817642006
Publisher: Birkhauser
Published: Jan 25 2001
Pages: 252
Weight: 1.20
Height: 0.63 Width: 6.14 Depth: 9.21
Language: English
[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.

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