Malliavin calculus and stochastic analysis : a festschrift in honor of David Nualart
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David N...
Kaydedildi:
| Yazar: | |
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| Diğer Yazarlar: | , , |
| Materyal Türü: | Livre numérique |
| Dil: | Anglais |
| Baskı/Yayın Bilgisi: |
New York, NY :
Springer US
[20..].
Cham : Springer Nature |
| Edisyon: | 1st ed. 2013. |
| Seri Bilgileri: | Springer Proceedings in Mathematics & Statistics
34 |
| Konular: | |
| Online Erişim: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Not: |
Autre(s) contributions(s) : Eulalia Nualart (ed.) Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Variante du titre: | Mélanges :, Nualart |
| Edition sous un autre format: | • Malliavin calculus and stochastic analysis, A festschrift in honor of David Nualart, Frederi Viens, Jin Feng, Yaozhong Hu, [et al.], editors, New York, Springer Science, 2013, 1 vol. (xi-583 p.), Springer Proceedings in mathematics & statistics, 978-1-4614-5905-7 • Malliavin Calculus and Stochastic Analysis, Texte imprimé, 9781489996572 • Malliavin Calculus and Stochastic Analysis, Texte imprimé, 9781461459071 |
İçindekiler:
- An Application of Gaussian Measures to Functional Analysis Stochastic Taylor Formulas and Riemannian Geometry Local invertibility of adapted shifts on Wiener Space and related topics Dilation vector field on Wiener space The calculus of differentials for the weak Stratonovich integral Large deviations for Hilbert space valued Wiener processes: a sequence space approach Stationary distributions for jump processes with inert drift An Ornstein-Uhlenbeck type process which satisfies sufficient conditions for a simulation based filtering procedure Escape probability for stochastic dynamical systems with jumps On Stochastic Navier-Stokes Equation Driven by Stationary White Noise Intermittency and chaos for a non-linear stochastic wave equation in dimension 1 Generalized stochastic heat equations Gaussian Upper Density estimates for spatially homogeneous Stochastic PDEs Stationarity of the solution for the semilinear stochastic integral equation on the whole real line A strong approximation of sub-fractional Brownian motion by means of transport processes Malliavin calculus for fractional heat equation Parameter estimation for alpha-fractional bridges Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motion Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations The effect of competition on the height and length of the forest of genealogical trees of a large population Linking progressive and initial filtration expansions A Malliavin calculus approach to general stochastic differential games with partial information Asymptotics for the Length of Longest Increasing Subsequences of Binary Markovian Words A short rate model using ambit processes Parametric regularity of the conditional expectations via the Malliavin calculus and applications