Stochastic Analysis and Related Topics VIII (eBook, PDF)

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

• Format: PDF

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

• Verlag: Birkhäuser Basel
• Seitenzahl: 208
• Erscheinungstermin: 6. Dezember 2012
• Englisch
• ISBN-13: 9783034880206
• Artikelnr.: 53097363

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.