Screen LibraryMalliavin calculus and stochastic analysis a festschrift in honor of David Nualart /
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...
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| Literature type: | Electronic eBook |
| Language: | English |
| Series: |
Springer proceedings in mathematics & statistics,
v.34 |
| Subjects: | |
| Online Access: |
http://dx.doi.org/10.1007/978-1-4614-5906-4 |
| Summary: |
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 Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume. |
| Carrier Form: | 1 online resource (xi, 583 p.) : ill. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9781461459064 (electronic bk.) 1461459060 (electronic bk.) |
| Index Number: | QA274 |
| CLC: | O211.6 |
| Contents: |
Malliavin Calculus and Wiener Space Theory -- 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 / Stochastic Differential Equations -- 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 / Stochastic Partial Differential Equations -- On the Stochastic Navier-Stokes Equation Driven by Stationary White Noise / Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1 / Generalized Stochastic Heat Equations / Gaussian Upper Density Estimates for Spatially Homogeneous SPDEs / Stationarity of the Solution for the Semilinear Stochastic Integral Equation on the Whole Real Line / Fractional Brownian Models -- A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes / Malliavin Calculus for Fractional Heat Equation / Parameter Estimation for -Fractional Bridges / Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions / Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes with Discrete Observations / Applications of Stochastic Analysis -- 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 the Longest Increasing Subsequence of a Binary Markov Random Word / A Short Rate Model Using Ambit Processes / Parametric Regularity of the Conditional Expectations via the Malliavin Calculus and Applications / |