Mathematical Analysis Of Random Phenomena - Proceedings Of The International Conference

By: Ana Bela Cruzeiro (Editor), Nobuaki Obata (Editor), Habib Ouerdiane (Editor)

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Hardcover | 5 April 2007

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240 Pages

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22.23 x 15.24 x 1.91

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This volume highlights recent developments of stochastic analysis with a wide spectrum of applications, including stochastic differential equations, stochastic geometry, and nonlinear partial differential equations.While modern stochastic analysis may appear to be an abstract mixture of classical analysis and probability theory, this book shows that, in fact, it can provide versatile tools useful in many areas of applied mathematics where the phenomena being described are random. The geometrical aspects of stochastic analysis, often regarded as the most promising for applications, are specially investigated by various contributors to the volume.

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Preface	p. V
Geometry and integration by parts on H \ Diff(S[superscript 1])	p. 1
Invariant measures for Ornstein-Uhlenbeck operators	p. 23
Backward stochastic differential equations with respect to martingales	p. 31
Partial unitarity arising from quadratic quantum white noise	p. 45
Schilder's theorem for Gaussian white noise distributions	p. 57
A nonlinear stochastic equation of convolution type	p. 73
Variational principle for diffusions on the diffeomorphism group with the H[superscript 2] metric	p. 85
On a variational principle for the Navier-Stokes equation	p. 93
Convolution calculus on white noise spaces and Feynman graph representation of generalized renormalization flows	p. 101
Characterizations of standard noises and applications	p. 111
Analysis of stable white noise functionals	p. 121
Unitarizing measures for a representation of the Virasoro algebra, according to Kirillov and Malliavin: state of the problem	p. 141
FKG inequality on the Wiener space via predictable representation	p. 155
Path-integral estimates of ground-state functionals	p. 167
A representation theorem and a sensitivity result for functionals of jump diffusions	p. 177
Creation and annihilation operators on locally compact spaces	p. 191
From the geometry of parabolic PDE to the geometry of SDE	p. 213
List of participants	p. 231
Table of Contents provided by Ingram. All Rights Reserved.

Mathematical Analysis Of Random Phenomena - Proceedings Of The International Conference

At a Glance

Hardcover

Shipping

How to return your order

Defective items

You Can Find This Book In

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