Stochastic Analysis and Related Topics -

Stochastic Analysis and Related Topics

A Festschrift in Honor of Rodrigo Bañuelos
Buch | Softcover
VII, 221 Seiten
2018 | 1. Softcover reprint of the original 1st ed. 2017
Springer International Publishing (Verlag)
978-3-319-86676-5 (ISBN)
123,04 inkl. MwSt
The articles in this collection are a sampling of some of the research presented during the conference "Stochastic Analysis and Related Topics", held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Bañuelos. A wide variety of topics in probability theory is covered in these proceedings, including heat kernel estimates, Malliavin calculus, rough paths differential equations, Lévy processes, Brownian motion on manifolds, and spin glasses, among other topics.

Preface.- Positive-homogeneous operators, heat kernel estimates and the Legendre-Fenchel transform.- Strong stability of heat Kernels of non-symmetric stable-like operators.- Multiplicative functional for the heat equation on manifolds with boundary.- Connections between the Dirichlet and the Neumann problem for continuous and integrable boundary data.- Decomposition and limit theorems for a class of self-similar Gaussian processes.- On a priori estimates for rough PDES.- Lévy systems and moment formulas for mixed Poisson integrals.- Conformal transforms and Doob's h-processes on Heisenberg Groups.- On the Macroscopic Fractal Geometry of Some Random Sets.- Critical behavior of mean-field XY and related models.

Erscheinungsdatum
Reihe/Serie Progress in Probability
Zusatzinfo VII, 221 p.
Verlagsort Cham
Sprache englisch
Maße 155 x 235 mm
Gewicht 3577 g
Themenwelt Mathematik / Informatik Mathematik Analysis
Mathematik / Informatik Mathematik Wahrscheinlichkeit / Kombinatorik
Schlagworte Brownian motion • Fractional Brownian motion • Heat kernel estimates • Lévy processes • Lévy processes • Partial differential equations • phase transitions • Rough Paths
ISBN-10 3-319-86676-1 / 3319866761
ISBN-13 978-3-319-86676-5 / 9783319866765
Zustand Neuware
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