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Mathematical Analysis Of Random Phenomena : Proceedings of the International Conference.

This volume highlights recent developments of stochastic analysis with a wide spectrum of applications, including stochastic differential equations, stochastic geometry, and nonlinear partial differential equations. While modern stochastic analysis may appear to be an abstract mixture of classical a...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Cruzeiro, Ana Bela
Otros Autores: Ouerdiane, Habib, Obata, Nobuaki
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Singapore : World Scientific, 2007.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Preface HBLENE AIRAULT; Contents; Geometry and integration by parts on H \ Diff(S') HBLENE AIRAULT, PAUL MALLIAVIN; Invariant measures for Ornstein-Uhlenbeck operators ABDULRAHMAN AL-HUSSEIN; Backward stochastic differential equations with respect to martingales WIDED AYED, NOBUAKI OBATA, HABIB OUERDIANE; Partial unitarity arising from quadratic quantum white noise SONIA CHAARI, SOUMAYA GHERYANI, HABIB OUERDIANE; Schilder's theorem for Gaussian white noise distributions F. CIPRIANO, H. OUERDIANE, J . L. SILVA, R. VILELA MENDES.