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Lectures on Probability Theory and Statistics : Ecole d'Ete de Probabilites de Saint-Flour XXV - 1995 - Pierre Bernard

Lectures on Probability Theory and Statistics

Ecole d'Ete de Probabilites de Saint-Flour XXV - 1995

Paperback Published: 20th August 1998
ISBN: 9783540646204
Number Of Pages: 244

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This volume contains lectures given at the Saint-Flour Summer School of Probability Theory during the period 10th - 26th July, 1995. These lectures are at a postgraduate research level. They are works of reference in their domain.

Diffusions on Fractalsp. 1
Introductionp. 2
The Sierpinski Gasketp. 7
Fractional Diffusionsp. 27
Dirichlet Forms, Markov Processes and Electrical Networksp. 46
Geometry of Regular Finitely Ramified Fractalsp. 59
Renormalization on Finitely Ramified Fractalsp. 79
Diffusions on p.c.f.s.s. setsp. 94
Transition Density Estimatesp. 106
Referencesp. 114
Analysis on Wiener Space and Anticipating Stochastic Calculusp. 123
Introductionp. 125
Derivative and divergence operators on a Gaussian spacep. 126
Ornstein-Uhlenbeck semigroup and equivalence of normsp. 141
Application of Malliavin calculus to study probability lawsp. 155
Support theoremsp. 174
Anticipating stochastic calculusp. 188
Anticipating stochastic differential equationsp. 210
Bibliographyp. 221
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9783540646204
ISBN-10: 3540646205
Series: Lecture Notes in Mathematics
Audience: General
Format: Paperback
Language: English
Number Of Pages: 244
Published: 20th August 1998
Publisher: SPRINGER VERLAG GMBH
Country of Publication: DE
Dimensions (cm): 23.39 x 15.6  x 1.35
Weight (kg): 0.36