Overview

This volume contains current work at the frontiers of research in infinite dimensional stochastic analysis. It presents a carefully chosen collection of articles by experts to highlight the latest developments in white noise theory, infinite dimensional transforms, quantum probability, stochastic partial differential equations, and applications to mathematical finance. Included in this volume are expository papers which will help increase communication between researchers working in these areas. The tools and techniques presented here will be of great value to research mathematicians, graduate students and applied mathematicians.

Full Product Details

Author:   Ambar N Sengupta (Louisiana State Univ, Usa) ,  Padmanabhan Sundar (Louisiana State Univ, Usa)
Publisher:   World Scientific Publishing Co Pte Ltd
Imprint:   World Scientific Publishing Co Pte Ltd
Volume:   22
Dimensions:   Width: 15.20cm , Height: 2.00cm , Length: 22.60cm
Weight:   0.499kg
ISBN:  

9789812779540

ISBN 10:   981277954
Pages:   256
Publication Date:   26 February 2008
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   Out of stock  
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Table of Contents

Complex White Noise and Infinite Dimensional Unitary Group (T Hida); A New Explicit Formula for the Solution of the Black-Merton-Scholes Equation (J A Goldstein et al.); An Infinite Dimensional Fourier-Mehler Transform and the Levy Laplacian (K Saito); Quantum Stochastic Dilation of Symmetric Covariant Completely Positive Semigroups with Unbounded Generator (D Goswami & K B Sinha); Donsker's Functional Calculus and Related Questions (P-L Chow & J Potthoff); Stochastic Analysis of Tidal Dynamics Equation (U Manna et al.); Spaces of Test and Generalized Functions of Arcsine White Noise (A Riahi & H Ouerdiane); Probability Measures with Sub-additive Principal Szego-Jacobi Parameters (A I Stan); Adapted Solutions to the 3D Backward Stochastic Navier-Stokes Equations (P Sundar & H Yin); White Noise Analysis in the Theory of 3-manifold Quantum Invariants (A Hahn); Complex Ito Formulas (M Redfern); Volatility Models of the Yield Curve (V Goodman).

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