Buchcover: Stochastic Analysis and Related Topics VII
Stochastic Analysis and Related Topics VII
Proceedings of the Seventh Silivri Workshop
Hardcover / gebundenes Buch
Laminated cover
Aus der Reihe: Birkhäuser
Erschienen am: 25.01.2001
112,50 €
inkl. MwSt
ggf. längere Lieferzeit
ISBN/EAN
978-0-8176-4200-6
Titel
Stochastic Analysis and Related Topics VII
Untertitel
Proceedings of the Seventh Silivri Workshop
Sprache
Englisch
Gewicht
548 Gramm
Abmessung
16,0 mm (Tiefe) x 234,0 mm (Höhe) x 156,0 mm (Breite)
Seiten (gesamt)
264 Seiten
Ausstattung
Laminated cover
Herstellerkontakt
E-Mail: productsafety@springernature.com




[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.




Mehr Titel aus der Reihe: Birkhäuser
Mehr Titel aus der Reihe: Stochastic Analysis and Related Topics VII