Seminar on Stochastic Analysis, Random Fields and Applications
Springer Basel (Verlag)
978-3-7643-6106-8 (ISBN)
On a semigroup approach to no-arbitrage pricing theory.- Generalized random vector fields and Euclidean quantum vector fields.- Central limit theorem for the local time of a Gaussian process.- Explicit solutions of some fourth order partial differential equations via iterated Brownian motion.- A microscopic model of phase field type.- Ergodic backward SDE and associated PDE.- Statistical manifolds, self-parallel curves and learning processes.- Law of iterated logarithm for parabolic SPDEs.- Random production flows. An exactly solvable fluid model.- A compactness principle for bounded sequences of martingales with applications.- Risk minimizing hedging strategies under partial observation.- Multiparameter Markov processes and capacity.- Iterated Brownian motion and its intrinsic skeletal structure.- Heavy traffic and optimal control methods for a communications system.- Stochastic Wess-Zumino- Witten model for the measure of Kontsevitch.- Independence of a class of multiple stochastic integrals.- Existence of invariant measures for diffusion processes on Banach spaces.- On some new type of infinite dimensional Laplacians.- Stochastic PDE's of Schrödinger type and stochastic Mehler kernels - a path integral approach.- Probability and quantum symmetries in a Riemannian manifold.
Erscheint lt. Verlag | 1.4.1999 |
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Reihe/Serie | Progress in Probability |
Zusatzinfo | X, 300 p. |
Verlagsort | Basel |
Sprache | englisch |
Maße | 155 x 235 mm |
Gewicht | 1370 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Allgemeines / Lexika |
Mathematik / Informatik ► Mathematik ► Angewandte Mathematik | |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
Schlagworte | Brownian motion • Calculus • diffusion process • Gaussian process • Hardcover, Softcover / Mathematik/Allgemeines, Lexika • HC/Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik • local time • Markov process • Martingale • Modeling • Stochastische Analysis • Zufälliges Feld |
ISBN-10 | 3-7643-6106-9 / 3764361069 |
ISBN-13 | 978-3-7643-6106-8 / 9783764361068 |
Zustand | Neuware |
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