Ulug Capar / A.S. Üstünel (eds.)

Stochastic Analysis and Related Topics VIII

Silivri Workshop in Gazimagusa (North Cyprus), September 2000
Herausgegeben:Capar, Ulug; Üstünel, A.S.

• Gebundenes Buch

Produktbeschreibung

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.

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Produktdetails

• Progress in Probability 53
• Verlag: Birkhäuser / Birkhäuser Basel / Springer, Basel
• Artikelnr. des Verlages: 978-3-7643-6998-9
• 2003
• Seitenzahl: 220
• Erscheinungstermin: 1. April 2003
• Englisch
• Abmessung: 241mm x 160mm x 17mm
• Gewicht: 500g
• ISBN-13: 9783764369989
• ISBN-10: 3764369981
• Artikelnr.: 14801896

Autorenporträt

Ulug Capar, Eastern Mediterranean University, Mersin, Turkey / A.S. Üstünel, ENST, Paris, France

Inhaltsangabe

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.