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Titlebook: Malliavin Calculus and Stochastic Analysis; A Festschrift in Hon Frederi Viens,Jin Feng,Eulalia Nualart  Conference proceedings 2013 Spring

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书目名称Malliavin Calculus and Stochastic Analysis
副标题A Festschrift in Hon
编辑Frederi Viens,Jin Feng,Eulalia Nualart 
视频video
概述Its scope spans most uses of the Malliavin calculus.Gathers most of the major players in Malliavin calculus and stochastic analysis worldwide.Honors Professor David Nualart, who is considered by many
丛书名称Springer Proceedings in Mathematics & Statistics
图书封面Titlebook: Malliavin Calculus and Stochastic Analysis; A Festschrift in Hon Frederi Viens,Jin Feng,Eulalia Nualart  Conference proceedings 2013 Spring
描述.The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart‘s career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume..
出版日期Conference proceedings 2013
关键词Fractional Brownian motion; Gaussian processes; Levy Processes; Malliavin calculus; Stochastic partial d
版次1
doihttps://doi.org/10.1007/978-1-4614-5906-4
isbn_softcover978-1-4899-9657-2
isbn_ebook978-1-4614-5906-4Series ISSN 2194-1009 Series E-ISSN 2194-1017
issn_series 2194-1009
copyrightSpringer Science+Business Media New York 2013
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The Calculus of Differentials for the Weak Stratonovich Integralweak Stratonovich integral of .(.) with respect to .(.), where . is a fractional Brownian motion with Hurst parameter 1/6, and . and . are smooth functions. We use this expression to derive an Itô-type formula for this integral. As in the case where . is the identity, the Itô-type formula has a corr
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Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1n use those intermittency results in order to demonstrate that in many cases the solution is chaotic. For the most part, the novel portion of our work is about the two cases where (1) the initial conditions have compact support, where the global maximum of the solution remains bounded, and (2) the i
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Generalized Stochastic Heat Equationsrrelated in space, and where the diffusion operator is the inverse of a Riesz potential for any positive fractional parameter. We prove the existence and uniqueness of solution and the Hölder continuity of this solution. In time, Hölder’s parameter does not depend on the fractional parameter. Howeve
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Gaussian Upper Density Estimates for Spatially Homogeneous SPDEsn the coefficients and the spectral measure associated to the noise ensuring that the density of the corresponding mild solution admits an upper estimate of Gaussian type. The proof is based on the formula for the density arising from the integration-by-parts formula of the Malliavin calculus. Our r
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