Finite and Infinite Dimensional Analysis in Honor of Leonard Gross.
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Providence :
American Mathematical Society,
2003.
|
Colección: | Contemporary Mathematics.
|
Temas: | |
Acceso en línea: | Texto completo |
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 Segal�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 Segal�Bargmann analysis""; ""A new Heisenberg inequality for white noise analysis""