Buch, Englisch, Band 53, 208 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 341 g
Reihe: Progress in Probability
Silivri Workshop in Gazimagusa (North Cyprus), September 2000
Buch, Englisch, Band 53, 208 Seiten, Paperback, Format (B × H): 155 mm x 235 mm, Gewicht: 341 g
Reihe: Progress in Probability
ISBN: 978-3-0348-9406-7
Verlag: Birkhäuser Basel
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.
This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus.
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.
Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. Üstünel
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Kybernetik, Systemtheorie, Komplexe Systeme
- Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
- Mathematik | Informatik Mathematik Mathematische Analysis Funktionalanalysis
- Mathematik | Informatik Mathematik Stochastik
- Mathematik | Informatik Mathematik Operations Research Spieltheorie
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Optimierung
Weitere Infos & Material
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.
