Tabla de Contenidos:
  • Contents
  • Preface
  • Speakers
  • Ph. D. students of L. Gross
  • Meixner classes and the square of white noise
  • Strong Feller properties for distorted Brownian motion and applications to finite particle systems with singular interactions
  • 1. Introduction
  • 2. An elliptic regularity result and its consequences
  • 3. Construction of the semigroup and resolvent of kernels
  • 4. Construction of the associated diffusion process
  • 5. Solution to the stochastic equation
  • 6. Applications to stochastic dynamics
  • Acknowledgement
  • References
  • ""Market price of risk and random field driven models of term structure: A space-time change of measure look""""Gaussian and Poisson white noises with related characterization theorems""; ""Analysis of Wiener measure on path and loop groups""; ""Stochastic differential equations on noncommutative L2""; ""1. Introduction""; ""2. Noncommutative Lp spaces""; ""3. Preliminary remarks""; ""4. Stochastic differential equations""; ""5. Kolmogorov's backward equation""; ""References""; ""The Segalâ€?Bargmann transform and the Gross ergodicity theorem""
  • ""Sharp bounds for the heat kernel on certain symmetric spaces of non-compact type""""Laplacians in white noise analysis""; ""On Dirichlet spaces over convex sets in infinite dimensions""; ""Information capacity of quantum channels""; ""The Riesz representation theorem on infinite dimensional spaces""; ""Asymptotic behavior in heat kernel analysis on manifolds""; ""Complex stochastic calculus""; ""Recent results and open problems in Segalâ€?Bargmann analysis""; ""A new Heisenberg inequality for white noise analysis""