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Stochastic Analysis and Related Topics
. Ed(S): Decreusefond, Laurent; Oksendal, Bernt; Ustunel, A. S.
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Description for Stochastic Analysis and Related Topics
Paperback. Editor(s): Decreusefond, Laurent; Oksendal, Bernt; Ustunel, A. S. Series: Progress in Probability. Num Pages: 259 pages, biography. BIC Classification: MB; PBF; PBT; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 14. Weight in Grams: 409.
One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard Gross, a prominent developer of the theory. Another concise but complete survey of Hausdorff measures on Wiener space and its applications to Malliavin Calculus is given by D. Feyel, one of the most active specialists in this area. Other survey articles deal with short-time asymptotics of diffusion pro cesses ... Read more
One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard Gross, a prominent developer of the theory. Another concise but complete survey of Hausdorff measures on Wiener space and its applications to Malliavin Calculus is given by D. Feyel, one of the most active specialists in this area. Other survey articles deal with short-time asymptotics of diffusion pro cesses ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer-Verlag New York Inc. United States
Number of pages
259
Condition
New
Series
Progress in Probability
Number of Pages
252
Place of Publication
New York, United States
ISBN
9781461266389
SKU
V9781461266389
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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