0
Your cart

Your cart is empty

Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Integral equations

Buy Now

Stochastic Analysis and Related Topics VII - Proceedings of the Seventh Silivri Workshop (Paperback, Softcover reprint of the original 1st ed. 2001) Loot Price: R2,865
Discovery Miles 28 650
Stochastic Analysis and Related Topics VII - Proceedings of the Seventh Silivri Workshop (Paperback, Softcover reprint of the...

Stochastic Analysis and Related Topics VII - Proceedings of the Seventh Silivri Workshop (Paperback, Softcover reprint of the original 1st ed. 2001)

Laurent Decreusefond, Bernt Oksendal, Ali S. UEstunel

Series: Progress in Probability, 48

 (sign in to rate)
Loot Price R2,865 Discovery Miles 28 650 | Repayment Terms: R268 pm x 12*

Bookmark and Share

Expected to ship within 10 - 15 working days

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 with values in infinite dimensional manifolds and large deviations of diffusions with discontinuous drifts. A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space. Professional mathematicians looking for an overview of the state-of-the art in the above subjects will find this book helpful. In addition, graduate students as well as researchers whose domain requires stochastic analysis will find the original results of interest for their own research. The organizers acknowledge gratefully the financial help ofthe University of Oslo, and the invaluable aid of Professor Bernt 0ksendal and l'Ecole Nationale Superieure des Telecommunications.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Progress in Probability, 48
Release date: March 2013
First published: 2001
Editors: Laurent Decreusefond • Bernt Oksendal • Ali S. UEstunel
Dimensions: 235 x 155 x 14mm (L x W x T)
Format: Paperback
Pages: 252
Edition: Softcover reprint of the original 1st ed. 2001
ISBN-13: 978-1-4612-6638-9
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Algebra > Groups & group theory
Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Integral equations
Books > Science & Mathematics > Mathematics > Applied mathematics > General
Promotions
LSN: 1-4612-6638-6
Barcode: 9781461266389

Is the information for this product incomplete, wrong or inappropriate? Let us know about it.

Does this product have an incorrect or missing image? Send us a new image.

Is this product missing categories? Add more categories.

Review This Product

No reviews yet - be the first to create one!

You might also like..

Variational Methods for Numerical…
Roland Glowinski Paperback R2,479 Discovery Miles 24 790
Operator Theory and Harmonic Analysis…
Alexey N. Karapetyants, Vladislav V. Kravchenko, … Hardcover R6,433 Discovery Miles 64 330
Weighted Polynomial Approximation and…
Peter Junghanns, Giuseppe Mastroianni, … Hardcover R4,449 Discovery Miles 44 490
Schwarz Methods and Multilevel…
Ernst P. Stephan, Thanh Tran Hardcover R4,772 Discovery Miles 47 720
Positivity and its Applications…
Eder Kikianty, Mokhwetha Mabula, … Hardcover R5,400 Discovery Miles 54 000
The Rademacher System in Function Spaces
Sergey V. Astashkin Hardcover R4,109 Discovery Miles 41 090
Delay Differential Equations and…
Fathalla A. Rihan Paperback R3,614 Discovery Miles 36 140
Tauberian Theory of Wave Fronts in…
Alexander A. Lokshin Hardcover R1,521 Discovery Miles 15 210
Density Evolution Under Delayed Dynamics…
Jerome Losson, Michael C. Mackey, … Hardcover R2,873 Discovery Miles 28 730
Volterra Integral and Differential…
Ted A. Burton Hardcover R5,136 Discovery Miles 51 360
Hardy Type Inequalities on Time Scales
Ravi P. Agarwal, Donal O'Regan, … Hardcover R3,819 Discovery Miles 38 190
Integral Methods in Science and…
Christian Constanda, Matteo Dalla Riva, … Hardcover R3,512 Discovery Miles 35 120

See more

Partners