Stochastic Analysis and Related Topics VII (eBook, PDF)
Proceedings of the Seventh Silivri Workshop
Redaktion: Decreusefond, Laurent; Üstünel, Ali S.; Oksendal, Bernt
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[see attached] Stochastic analysis has proved to be one of the most widely applicable mathematical tools available to researchers in a variety of scientific and engineering disciplines. This volume is an outgrowth of the 7th Silivri Workshop and features articles on a variety of rich topics, including: * an analysis of heat kernels on infinite dimensional manifolds, * the Hausdorff measure on Wiener space and its applications to Malliavin Calculus, * short time asymptotics of diffusion processes with values in infinite dimensional manifolds, * large deviations of diffusions with discontinuous ...
[see attached] Stochastic analysis has proved to be one of the most widely applicable mathematical tools available to researchers in a variety of scientific and engineering disciplines. This volume is an outgrowth of the 7th Silivri Workshop and features articles on a variety of rich topics, including: * an analysis of heat kernels on infinite dimensional manifolds, * the Hausdorff measure on Wiener space and its applications to Malliavin Calculus, * short time asymptotics of diffusion processes with values in infinite dimensional manifolds, * large deviations of diffusions with discontinuous drifts, * stochastic integration with respect to the fractional Brownian motion (which is not a semimartingale), * Stokes' formula for the Brownian sheet, * topics treating modeling systems with long memory The broad selection of surveys presented demonstrates the powerful stochastic techniques of prominent researchers and will be of interest to researchers, graduate students, and mathematical economists.
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