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Infinite dimensional stochastic analysis : in honor of Hui-Hsiung Kuo /
This volume contains current work at the frontiers of research in infinite dimensional stochastic analysis. It presents a carefully chosen collection of articles by experts to highlight the latest developments in white noise theory, infinite dimensional transforms, quantum probability, stochastic pa...
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New Jersey :
World Scientific,
©2008.
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| Colección: | QP-PQ ;
v. 22. QP-PQ, quantum probability and white noise analysis ; v. 22. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Complex white noise and the infinite dimensional unitary group / T. Hida
- Complex Itô formulas / M. Redfern
- White noise analysis: background and a recent application / J. Becnel and A.N. Sengupta
- Probability measures with sub-additive principal Szegö-Jacobi parameters / A. Stan
- Donsker's functional calculus and related questions / P.-L. Chow and J. Potthoff
- Stochastic analysis of tidal dynamics equation / U. Manna, J.L. Menaldi, and S.S. Srztharan
- Adapted solutions to the backward stochastic Navier-Stokes equations in 3D / P. Sundar and H. Yin
- Spaces of test and generalized functions of Arcsine white noise formulas / A. Barhoumi, A. Riahi, and H. Ouerdiane
- An infinite dimensional Fourier-Mehler transform and the Lévy Laplacian / K. Saito and K. Sakabe
- The heat operator in infinite dimensions / B.C. Hall
- Quantum stochastic dilation of symmetric covariant completely positive semigroups with unbounded generator / D. Goswami and K.B. Sinha
- White noise analysis in the theory of three-manifold quantum invariants / A. Hahn
- A new explicit Formula for the Solution of the Black-Merton- Scholes equation / J.A. Goldstein, R.M. Mininni, and S. Romanelli
- Volatility models of the yield curve / V. Goodman.