Buch, Englisch, Band 53, 208 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1080 g
Reihe: Progress in Probability
Silivri Workshop in Gazimagusa (North Cyprus), September 2000
Buch, Englisch, Band 53, 208 Seiten, Format (B × H): 160 mm x 241 mm, Gewicht: 1080 g
Reihe: Progress in Probability
ISBN: 978-3-7643-6998-9
Verlag: Springer
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.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
- Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
- Mathematik | Informatik Mathematik Stochastik Elementare Stochastik
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
- Naturwissenschaften Physik Angewandte Physik Statistische Physik, Dynamische Systeme
- Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
- Mathematik | Informatik Mathematik Operations Research Spieltheorie
- Mathematik | Informatik Mathematik Mathematische Analysis Funktionalanalysis
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.
