Stochastic Analysis and Applications : The Abel Symposium 2005 : Proceedings of the Second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Itô
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineer...
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| Ente Autore: | |
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| Altri autori: | , , , |
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edizione: | 1st ed. 2007. |
| Serie: | Abel Symposia
2 |
| Soggetti: | |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
L'impression du document génère 714 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Variante du titre: | Mélanges :, Itô Proceedings of the Second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Itô |
| Edition sous un autre format: | • Stochastic Analyis and Applications, The Abel Symposium 2005, Proceedings of the Second Abel Syposium, Oslo, July 29 - August 2005, held in honor of Kiyosi Itô, 2007, Berlin, Springer, 1 vol. (XI-678 p.), Abel Symposia, 978-3540-70846-9 • Stochastic Analysis and Applications, Texte imprimé, 9783642089824 • Stochastic Analysis and Applications, Texte imprimé, 9783540835363 |
Sommario:
- Memoirs of My Research on Stochastic Analysis Itô Calculus and Quantum White Noise Calculus Homogenization of Diffusions on the Lattice Zd with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincaré Inequality Theory and Applications of Infinite Dimensional Oscillatory Integrals Ambit Processes; with Applications to Turbulence and Tumour Growth A Stochastic Control Approach to a Robust Utility Maximization Problem Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions Hedging with Options in Models with Jumps Power Variation Analysis of Some Integral Long-Memory Processes Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise Stochastic Integrals and Adjoint Derivatives An Application of Probability to Nonlinear Analysis The Space of Stochastic Differential Equations Extremes of supOU Processes Gaussian Bridges Some of the Recent Topics on Stochastic Analysis Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2 On Asymptotics of Banach Space-valued Itô Functionals of Brownian Rough Paths Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion Different Lattice Approximations for Ho egh-Krohn's Quantum Field Model Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras The Invariant Distribution of a Diffusion: Some New Aspects Formation of Singularities in Madelung Fluid: A Nonconventional Application of Itô Calculus to Foundations of Quantum Mechanics G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type Perpetual Integral Functionals of Diffusions and their Numerical Computations Chaos Expansions and Malliavin Calculus for Lévy Processes Study of Simple but Challenging Diffusion Equation Itô Calculus and Malliavin Calculus The Malliavin Calculus for Processes with Conditionally Independent Increments