Shortcuts
Top of page (Alt+0)
Page content (Alt+9)
Page menu (Alt+8)
Your browser does not support javascript, some WebOpac functionallity will not be available.
.
Default
.
PageMenu
-
Main Menu
-
Simple Search
.
Advanced Search
.
Journal Search
.
Refine Search Results
.
Preferences
.
Search Menu
Simple Search
.
Advanced Search
.
New Items Search
.
Journal Search
.
Refine Search Results
.
Bottom Menu
Help
Italian
.
English
.
German
.
New Item Menu
New Items Search
.
New Items List
.
Links
SISSA Library
.
ICTP library
.
Italian National web catalog (SBN)
.
Trieste University web catalog
.
Udine University web catalog
.
© LIBERO v6.4.1sp220816
Page content
You are here
:
Catalogue Display
Catalogue Display
Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop
.
Bookmark this Record
Catalogue Record 45884
.
.
LibraryThing
.
.
Google Books
.
.
Amazon Books
.
Catalogue Information
Catalogue Record 45884
.
Reviews
Catalogue Record 45884
.
British Library
Resolver for RSN-45884
Google Scholar
Resolver for RSN-45884
WorldCat
Resolver for RSN-45884
Catalogo Nazionale SBN
Resolver for RSN-45884
GoogleBooks
Resolver for RSN-45884
ICTP Library
Resolver for RSN-45884
.
Share Link
Jump to link
Catalogue Information
Field name
Details
Dewey Class
519.2
Title
Stochastic Analysis and Related Topics VII ([EBook]) : Proceedings of the Seventh Silivri Workshop / edited by Laurent Decreusefond, Bernt K. Øksendal, Ali Süleyman Üstünel.
Added Personal Name
Decreusefond, Laurent
Øksendal, B. K.(Bernt Karsten) , 1945-
Üstünel, Ali Süleyman
Other name(s)
SpringerLink (Online service)
Publication
Boston, MA : Birkhäuser , 2001.
Physical Details
VII, 252 pages : online resource.
Series
Progress in probability
; 48
ISBN
9781461201571
Summary Note
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.:
Contents note
Heat Kernel Analysis on Lie Groups -- Hausdorff-Gauss Measures -- Short Time Asymptotics of a Certain Infinite Dimensional Diffusion Process -- Stokes and Itô’s Formulae for Anticipative Processes in Two Dimensions with Non-Monotonous Time -- The Complex Brownian Motion as a Weak Limit of Processes Constructed from a Poisson Process -- Large Deviation of Diffusion Processes with Discontinuous Drift -- A Skohorod-Stratonovitch Integral for the Fractional Brownian Motion -- Density Estimate in Small Time for Jump Processes with Singular Lévy Measures -- Variational Calculus for a Lévy Process Based on a Lie Group -- Sharp Laplace Asymptotics for a Hyperbolic SPDE -- Damped Logarithmic Sobolev Inequality on the Wiener Space.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site
http://dx.doi.org/10.1007/978-1-4612-0157-1
Links to Related Works
Subject References:
Applied mathematics
.
Engineering mathematics
.
Lie groups
.
Mathematics
.
Measure theory
.
Probabilities
.
Probability theory and stochastic processes
.
Topological groups
.
Topological groups, Lie groups
.
Authors:
Decreusefond, Laurent
.
editor
.
Øksendal, B. K.(Bernt Karsten) 1945-
.
Üstünel, Ali Süleyman
.
Corporate Authors:
SpringerLink (Online service)
.
Series:
Progress in probability
.
Classification:
519.2
.
.
ISBD Display
Catalogue Record 45884
.
Tag Display
Catalogue Record 45884
.
Related Works
Catalogue Record 45884
.
Marc XML
Catalogue Record 45884
.
Add Title to Basket
Catalogue Record 45884
.
Catalogue Information 45884
Beginning of record
.
Catalogue Information 45884
Top of page
.
Download Title
Catalogue Record 45884
Export
This Record
As
Labelled Format
Bibliographic Format
ISBD Format
MARC Format
MARC Binary Format
MARCXML Format
User-Defined Format:
Title
Author
Series
Publication Details
Subject
To
File
Email
Reviews
This item has not been rated.
Add a Review and/or Rating
45884
1
45884
-
2
45884
-
3
45884
-
4
45884
-
5
45884
-
Quick Search
Search for