UID:
almahu_9947367842002882
Format:
1 online resource (497 p.)
ISBN:
0-444-53746-5
,
0-08-096014-6
Series Statement:
North-Holland mathematical library ; v. 32
Content:
Stochastic analysis, a branch of probability theory stemming from the theory of stochastic differential equations, is becoming increasingly important in connection with partial differential equations, non-linear functional analysis, control theory and statistical mechanics.
Note:
Contains papers contributed to the International Workshop on Stochastic Analysis held July 1-7, 1982 at Katata; and to the International Symposium on Stochastic Analysis held July 8-10 at Kyoto.
,
Held under the auspices of the Taniguchi Foundation.
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Front Cover; Stochastic Analysis: Proceedings of the Taniguchi International Symposium on Stochastic Analysis, Katata and Kyoto, 1982; Copyright Page; Preface; Contents; Chapter 1. An introduction to Malliavin's calculus; Chapter 2. Jump processes and boundary processes; Chapter 3. Diffusive behavior of a random walk in a random medium; Chapter 4. Random motion of strings and stochastic differential equations on the space C([0, 1], Rd); Chapter 5. An example of a stochastic quantum process: interaction of a quantum particle with a boson field
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Chapter 6. Convergence in L2 of stochastic Ising models: Jump processes and diffusionsChapter 7. On the asymptotic behavior of the fundamental solu-tion of the heat equation on certain manifolds; Chapter 8. Infinite dimensional Ornstein-Uhlenbeck processes; Chapter 9. Ljapunov indices determine absolutely continuous spectra of stationary random one-dimensional Schrödinger operators; Chapter 10. First order stochastic partial differential equations; Chapter 11. Applications of the Malliavin calculus, Part I; Chapter 12. Stochastic flows of diffeomorphisms
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Chapter 13. Some recent results in the optimal control of diffusion processesChapter 14. Implicit functions in finite corank on the Wiener space; Chapter 15. Conditional laws and Hörmander's condition; Chapter 16. Transformations of the Brownian motion on the Lie group; Chapter 17. Asymptotic behavior of nonlinear Brownian motion near the instability point; Chapter 18. Entropy functional (free energy) for dynamical systems and their random perturbations; Chapter 19. Limit theorems for certain diffusion processes inter action
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English
Additional Edition:
ISBN 0-444-87588-3
Language:
English
