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Malliavin Calculus and Stochastic Analysis A Festschrift in Honor of David Nualart /
The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David N...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer US : Imprint: Springer,
2013.
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| Edición: | 1st ed. 2013. |
| Colección: | Springer Proceedings in Mathematics & Statistics,
34 |
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- An Application of Gaussian Measures to Functional Analysis
- Stochastic Taylor Formulas and Riemannian Geometry
- Local invertibility of adapted shifts on Wiener Space and related topics
- Dilation vector field on Wiener space
- The calculus of differentials for the weak Stratonovich integral
- Large deviations for Hilbert space valued Wiener processes: a sequence space approach
- Stationary distributions for jump processes with inert drift
- An Ornstein-Uhlenbeck type process which satisfies sufficient conditions for a simulation based filtering procedure
- Escape probability for stochastic dynamical systems with jumps
- On Stochastic Navier-Stokes Equation Driven by Stationary White Noise
- Intermittency and chaos for a non-linear stochastic wave equation in dimension 1
- Generalized stochastic heat equations
- Gaussian Upper Density estimates for spatially homogeneous Stochastic PDEs
- Stationarity of the solution for the semilinear stochastic integral equation on the whole real line
- A strong approximation of sub-fractional Brownian motion by means of transport processes
- Malliavin calculus for fractional heat equation
- Parameter estimation for alpha-fractional bridges
- Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motion
- Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations
- The effect of competition on the height and length of the forest of genealogical trees of a large population
- Linking progressive and initial filtration expansions
- A Malliavin calculus approach to general stochastic differential games with partial information
- Asymptotics for the Length of Longest Increasing Subsequences of Binary Markovian Words
- A short rate model using ambit processes
- Parametric regularity of the conditional expectations via the Malliavin calculus and applications.