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Produktbild: Stochastic Analysis and Applications
Band 2

Stochastic Analysis and Applications The Abel Symposium 2005

Aus der Reihe Abel Symposia

146,99 €

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Beschreibung

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

30.11.2010

Abbildungen

XI, 678 p.

Herausgeber

Fred Espen Benth + weitere

Verlag

Springer Berlin

Seitenzahl

678

Maße (L/B/H)

23,5/15,5/3,7 cm

Gewicht

1031 g

Auflage

Softcover reprint of hardcover 1st ed. 2007

Sprache

Englisch

ISBN

978-3-642-08982-4

Beschreibung

Portrait


Information on the volume editors:


All the Editors are working in stochastic analysis. Bernt Øksendal received the Nansen Prize in 1996 and was elected member of the Norwegian Academy of Science and Letters in 1996.

Produktdetails

Einband

Taschenbuch

Erscheinungsdatum

30.11.2010

Abbildungen

XI, 678 p.

Herausgeber

Verlag

Springer Berlin

Seitenzahl

678

Maße (L/B/H)

23,5/15,5/3,7 cm

Gewicht

1031 g

Auflage

Softcover reprint of hardcover 1st ed. 2007

Sprache

Englisch

ISBN

978-3-642-08982-4

Herstelleradresse

Springer-Verlag KG
Sachsenplatz 4-6
1201 Wien
AT

Email: GPSR Kontakt

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  • Produktbild: Stochastic Analysis and Applications
  • Memoirs of My Research on Stochastic Analysis.- Itô Calculus and Quantum White Noise Calculus.- Homogenization of Diffusions on the Lattice Zd with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincaré Inequality.- Theory and Applications of Infinite Dimensional Oscillatory Integrals.- Ambit Processes; with Applications to Turbulence and Tumour Growth.- A Stochastic Control Approach to a Robust Utility Maximization Problem.- Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions.- Hedging with Options in Models with Jumps.- Power Variation Analysis of Some Integral Long-Memory Processes.- Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise.- Stochastic Integrals and Adjoint Derivatives.- An Application of Probability to Nonlinear Analysis.- The Space of Stochastic Differential Equations.- Extremes of supOU Processes.- Gaussian Bridges.- Some of the Recent Topics on Stochastic Analysis.- Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2.- On Asymptotics of Banach Space-valued Itô Functionals of Brownian Rough Paths.- Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios.- Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion.- Different Lattice Approximations for Hôegh-Krohn's Quantum Field Model.- Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras.- The Invariant Distribution of a Diffusion: Some New Aspects.- Formation of Singularities in Madelung Fluid: A Nonconventional Application of Itô Calculus to Foundations of Quantum Mechanics.- G-Expectation, G-Brownian Motion and Related Stochastic Calculus of ItôType.- Perpetual Integral Functionals of Diffusions and their Numerical Computations.- Chaos Expansions and Malliavin Calculus for Lévy Processes.- Study of Simple but Challenging Diffusion Equation.- Itô Calculus and Malliavin Calculus.- The Malliavin Calculus for Processes with Conditionally Independent Increments.