Stochastic Analysis and Related Topics by Laurent Decreusefond & Bernt Oksendal & A.S. Ustunel

Proceedings of the 7th Silivri Workshop

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. One of the most challenging subjects in relation to physics concerns an analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of the path and loop space on a Lie group. In this volume an up-to-date survey of this topic is given by L. Gross. Another concise but complete survey of the Hausdorff measure on Wiener space and its applications to Malliavin Calculus is given by D. Feyel. Other survey articles deal with a variety of rich topics: * 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 * a new family of logarithmic Sobolev inequalities via the Girsanov Theorem The broad coverage of various subjects demonstrates the powerful stochastic techniques of prominent researchers. This volume is an outgrowth of the Seventh Silivri Workshop. It will serve as a good reference text for graduate students and those working in stochastic analysis, as well as mathematical economists treating modeling systems with long memory. Contributors: S. Aida, S. Amine, X. Bardina, T.-S. Chiang, L. Decreusefond, D. Feyel, L. Gross, Y. Ishikawa, H. Kawabi, N. Privault, C. Rovira, S.-J. Sheu, S. Tindel, A.S. Ustunel
`Author(s) :` Bernt Oksendal & A.S. Ustunel	`Format :` Hardback Book
`ISBN-10 :` 0817642005	`ISBN-13 :` 9780817642006
`RRP :` £183.00	`Best available price :` £ / $
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Product Details:

Series Title : Progress in Probability S.

Country Publication : Switzerland

Publication Date : 01/11/2000

Publisher : Birkhauser Verlag AG

Page Length : 256mm

Page Size : 242mm