Malliavin Calculus and Stochastic Analysis A Festschrift in Honor of David Nualart /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Viens, Frederi (Επιμελητής έκδοσης), Feng, Jin (Επιμελητής έκδοσης), Hu, Yaozhong (Επιμελητής έκδοσης), Nualart , Eulalia (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Boston, MA : Springer US : Imprint: Springer, 2013.
• Σειρά: Springer Proceedings in Mathematics & Statistics, 34
• Θέματα: Mathematics.; Applied mathematics.; Engineering mathematics.; Economics, Mathematical.; Probabilities.; Probability Theory and Stochastic Processes.; Quantitative Finance.; Applications of Mathematics.

The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David N...

Πίνακας περιεχομένων:

• An Application of Gaussian Measures to Functional Analysis
• Stochastic Taylor Formulas and Riemannian Geometry
• Local invertibility of adapted shifts on Wiener Space and related topics
• Dilation vector field on Wiener space
• The calculus of differentials for the weak Stratonovich integral
• Large deviations for Hilbert space valued Wiener processes: a sequence space approach
• Stationary distributions for jump processes with inert drift
• An Ornstein-Uhlenbeck type process which satisfies sufficient conditions for a simulation based filtering procedure
• Escape probability for stochastic dynamical systems with jumps
• On Stochastic Navier-Stokes Equation Driven by Stationary White Noise
• Intermittency and chaos for a non-linear stochastic wave equation in dimension 1
• Generalized stochastic heat equations
• Gaussian Upper Density estimates for spatially homogeneous Stochastic PDEs
• Stationarity of the solution for the semilinear stochastic integral equation on the whole real line
• A strong approximation of sub-fractional Brownian motion by means of transport processes
• Malliavin calculus for fractional heat equation
• Parameter estimation for alpha-fractional bridges
• Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motion
• Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations
• The effect of competition on the height and length of the forest of genealogical trees of a large population
• Linking progressive and initial filtration expansions
• A Malliavin calculus approach to general stochastic differential games with partial information
• Asymptotics for the Length of Longest Increasing Subsequences of Binary Markovian Words
• A short rate model using ambit processes
• Parametric regularity of the conditional expectations via the Malliavin calculus and applications.