Stochastic Analysis And Applications - Proceedings Of The Fifth Gregynog Symposium
Will be published approx. on 1. March 1996
Book
Hardback
520 pages
978-981-02-2560-5 (ISBN)
Description
This volume contains papers which were presented at a meeting entitled "Stochastic Analysis and Applications" held at Gregynog Hall, Powys, from the 9th - 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.
More details
Language
English
Place of publication
Singapore
Singapore
Target group
Professional and scholarly
Product notice
sewn/stitched
Cloth over boards
ISBN-13
978-981-02-2560-5 (9789810225605)
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Schweitzer Classification
Persons
Content
Logarithmic Sobolev inequalities of submanifolds in Weiner space, S. Aida; strong quantum Markov processes and the Dirichlet problem, S. Attal; on stochastic generators of completely positive cocycles, V.P. Belavkin; stochastic flows of diffeomorphisms, Z. Brzeniak; a probabilistic little Picard theorem and Gromov's hyperbolic manifolds, M. Cranston; Riemanniam geometry on path space, A.B. Cruzeiro; Lie bracket on path spaces, B. Driver; random polynomials, K. Farahmand; evolution equations in the theory of statistical manifolds, B. Grigelionis; analysis in path and loop spaces, E.P. Hsu; another proof of log-Sobolev inequalities for heat kernels, Y.Z. Hu; stochastic flows with self-similar property, H. Kunita; stochastic Weiss-Zumino-Witten models over a symplectic manifold, R. Leandre; large deviations for solutions of sde's, S. Makhno; combined stochastic control and impulse control, with an application to economics, B. Oksendal; non-smooth flows on the Weiner space with applications, G. Peters; causal and non-causal stochastic calculus - a unified approach, F. Russo; transformations of smooth measures, O.G. Smolianov; on measures invariant under evolution in Hilbert space, V. Steblovskaya; the weakly reinforced random walk - limit theorems, B. Toth; second quantization of random isometries, A.S. Ustunel; on large deviation of average principle, A. Veretinnikov; Euclidean random fields as convoluted generalized white noise, J.L. Wa; Maupertius least action principle for diffusions, J.C. Zambrini; large deviations for diffusions without continuity coefficients, W. Zheng; Gaussian behaviour of some modified Domb-Joyce models in high dimensions, X.Y. Zhou.