Overview

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more. The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.

Full Product Details

Author:   Ulug Capar ,  A.S. Üstünel
Publisher:   Springer Basel
Imprint:   Springer Basel
Edition:   Softcover reprint of the original 1st ed. 2003
Volume:   53
Dimensions:   Width: 15.50cm , Height: 1.10cm , Length: 23.50cm
Weight:   0.343kg
ISBN:  

9783034894067

ISBN 10:   3034894066
Pages:   208
Publication Date:   21 January 2013
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand  
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Table of Contents

Stochastic Control and Games Under Arbitrarily Dependent Noises.- Stochastic Games with Risk Sensitive Payoffs for N Players.- An Overall View of Stochastics in Colombeau Related Algebras.- On Metrics for Tangent Processes on the Path Space.- Weak Approximation for Semilinear Stochastic Evolution Equations.- Exponential Type Decrease of the Density for Jump Processes with Singular Levy Measures in Small Time.- Controllability and Observability of Linear Stochastic Systems in Hilbert Spaces.- Exact Computation of Spectral Densities for a Langevin Dynamic Modelling the Relaxation of a Protein near its Equilibrium.- Quasi-invariance for Lévy Processes under Anticipating Shifts.- Gaussian Measure of the Intersection of Two Absolutely Convex Sets.

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