UID:
almafu_9959231881602883
Format:
1 online resource (241 p.)
Edition:
1st ed.
ISBN:
1-281-12165-7
,
9786611121655
,
981-277-054-2
Content:
This volume highlights recent developments of stochastic analysis with a wide spectrum of applications, including stochastic differential equations, stochastic geometry, and nonlinear partial differential equations. While modern stochastic analysis may appear to be an abstract mixture of classical analysis and probability theory, this book shows that, in fact, it can provide versatile tools useful in many areas of applied mathematics where the phenomena being described are random. The geometrical aspects of stochastic analysis, often regarded as the most promising for applications, are special
Note:
Articles from the International Conference on Mathematical Analysis of Random Phenomena, held in Hammamet, Tunisia, September 12-17, 2005.
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Preface HBLENE AIRAULT; Contents; Geometry and integration by parts on H \ Diff(S') HBLENE AIRAULT, PAUL MALLIAVIN; Invariant measures for Ornstein-Uhlenbeck operators ABDULRAHMAN AL-HUSSEIN; Backward stochastic differential equations with respect to martingales WIDED AYED, NOBUAKI OBATA, HABIB OUERDIANE; Partial unitarity arising from quadratic quantum white noise SONIA CHAARI, SOUMAYA GHERYANI, HABIB OUERDIANE; Schilder's theorem for Gaussian white noise distributions F. CIPRIANO, H. OUERDIANE, J . L. SILVA, R. VILELA MENDES
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A nonlinear stochastic equation of convolution type FERNANDA CIPRIANO, ANA BELA CRUZEIROVariational principle for diffusions on the diffeomorphism group with the H2 metric DIOGO AGUIAR GOMES; On a variational principle for the Navier-Stokes equation HANNO GOTTSCHALK, HABIB OUERDIANE, BOUBAKER SMII; Convolution calculus on white noise spaces and Feynman graph representation of generalized renormalization flows TAKEYUKI HIDA, SI SI; Characterizations of standard noises and applications YUH-JIA LEE, HSIN-HUNG SHIH; Analysis of stable white noise functionals PAUL LESCOT
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Unitarizing measures for a representation of the Virasoro algebra, according to Kirillov and Malliavin: state of the problem YUTAO MA, NICOLAS PRIVAULTFKG inequality on the Wiener space via predictable representation R. VILELA MENDES; Path-integral estimates of ground-state functionals GIULIA DI NUNNO, BERNT DKSENDAL; A representation theorem and a sensitivity result for functionals of jump diffusions WILHELM VON WALDENFELS; Creation and annihilation operators on locally compact spaces JEAN-CLAUDE ZAMBRINI; From the geometry of parabolic PDE to the geometry of SDE; List of participants
,
English
Additional Edition:
ISBN 981-270-603-8
Language:
English
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