Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop
Author:   Laurent Decreusefond ,  Bernt Oksendal ,  Ali S. Üstünel
Publisher:   Birkhauser Boston Inc
Edition:   2001 ed.
Volume:   48
ISBN:  

9780817642006


Pages:   252
Publication Date:   25 January 2001
Format:   Hardback
Availability:   In Print   Availability explained
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Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop


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Author:   Laurent Decreusefond ,  Bernt Oksendal ,  Ali S. Üstünel
Publisher:   Birkhauser Boston Inc
Imprint:   Birkhauser Boston Inc
Edition:   2001 ed.
Volume:   48
Dimensions:   Width: 15.50cm , Height: 1.50cm , Length: 23.50cm
Weight:   1.210kg
ISBN:  

9780817642006


ISBN 10:   0817642005
Pages:   252
Publication Date:   25 January 2001
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Heat Kernel Analysis on Lie Groups.- Hausdorff-Gauss Measures.- Short Time Asymptotics of a Certain Infinite Dimensional Diffusion Process.- Stokes and Itô’s Formulae for Anticipative Processes in Two Dimensions with Non-Monotonous Time.- The Complex Brownian Motion as a Weak Limit of Processes Constructed from a Poisson Process.- Large Deviation of Diffusion Processes with Discontinuous Drift.- A Skohorod-Stratonovitch Integral for the Fractional Brownian Motion.- Density Estimate in Small Time for Jump Processes with Singular Lévy Measures.- Variational Calculus for a Lévy Process Based on a Lie Group.- Sharp Laplace Asymptotics for a Hyperbolic SPDE.- Damped Logarithmic Sobolev Inequality on the Wiener Space.

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