Stochastic Analysis and Applications
Home > Mathematics and Science Textbooks > Mathematics > Probability and statistics > Stochastic Analysis and Applications: The Abel Symposium 2005(2 Abel Symposia)
Stochastic Analysis and Applications: The Abel Symposium 2005(2 Abel Symposia)

Stochastic Analysis and Applications: The Abel Symposium 2005(2 Abel Symposia)

|
     0     
5
4
3
2
1




Out of Stock


Notify me when this book is in stock
About the Book

Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineering, biology, economics and finance. The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing field of stochastic analysis. The present volume combines both papers from the invited speakers and contributions by the presenting lecturers. A special feature is the Memoirs that Kiyoshi Ito wrote for this occasion. These are valuable pages for both young and established researchers in the field.

Table of Contents:
Memoirs of My Research on Stochastic Analysis.- Itô Calculus and Quantum White Noise Calculus.- Homogenization of Diffusions on the Lattice Zd with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincaré Inequality.- Theory and Applications of Infinite Dimensional Oscillatory Integrals.- Ambit Processes; with Applications to Turbulence and Tumour Growth.- A Stochastic Control Approach to a Robust Utility Maximization Problem.- Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions.- Hedging with Options in Models with Jumps.- Power Variation Analysis of Some Integral Long-Memory Processes.- Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise.- Stochastic Integrals and Adjoint Derivatives.- An Application of Probability to Nonlinear Analysis.- The Space of Stochastic Differential Equations.- Extremes of supOU Processes.- Gaussian Bridges.- Some of the Recent Topics on Stochastic Analysis.- Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2.- On Asymptotics of Banach Space-valued Itô Functionals of Brownian Rough Paths.- Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios.- Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion.- Different Lattice Approximations for Hôegh-Krohn's Quantum Field Model.- Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras.- The Invariant Distribution of a Diffusion: Some New Aspects.- Formation of Singularities in Madelung Fluid: A Nonconventional Application of Itô Calculus to Foundations of Quantum Mechanics.- G-Expectation, G-Brownian Motion and Related Stochastic Calculus of ItôType.- Perpetual Integral Functionals of Diffusions and their Numerical Computations.- Chaos Expansions and Malliavin Calculus for Lévy Processes.- Study of Simple but Challenging Diffusion Equation.- Itô Calculus and Malliavin Calculus.- The Malliavin Calculus for Processes with Conditionally Independent Increments.


Best Sellers


Product Details
  • ISBN-13: 9783642089824
  • Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
  • Publisher Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
  • Height: 235 mm
  • No of Pages: 678
  • Series Title: 2 Abel Symposia
  • Width: 155 mm
  • ISBN-10: 3642089828
  • Publisher Date: 30 Nov 2010
  • Binding: Paperback
  • Language: English
  • Returnable: Y
  • Sub Title: The Abel Symposium 2005


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Stochastic Analysis and Applications: The Abel Symposium 2005(2 Abel Symposia)
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG -
Stochastic Analysis and Applications: The Abel Symposium 2005(2 Abel Symposia)
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Stochastic Analysis and Applications: The Abel Symposium 2005(2 Abel Symposia)

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals

    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!