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Stochastic Analysis and Related Topics
. Ed(S): Decreusefond, Laurent; Oksendal, Bernt; Ustunel, A. Suleyman
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Description for Stochastic Analysis and Related Topics
Hardback. Stochastic analysis has proved to be one of the most widely applicable mathematical tools available to researchers. This title features articles on topics such as an analysis of heat kernels on infinite dimensional manifolds and the Hausdorff measure on Wiener space and its applications to Malliavin Calculus. Editor(s): Decreusefond, Laurent; Oksendal, Bernt; Ustunel, A. Suleyman. Series: Progress in Probability. Num Pages: 259 pages, biography. BIC Classification: PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 15. Weight in Grams: 548.
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
Hardback
Publication date
2000
Publisher
Birkhauser Boston Inc United States
Number of pages
259
Condition
New
Series
Progress in Probability
Number of Pages
252
Place of Publication
Secaucus, United States
ISBN
9780817642006
SKU
V9780817642006
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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