Titlebook: Stochastic Analysis and Related Topics V; The Silivri Workshop H. Körezlioğlu,B. Øksendal,A. S. Üstünel Conference proceedings 1996 Birkhäu

micronutrients

State-Space Models of the Term Structure of Interest RatesThis is a survey of models of the term structure of interest rates, concentrating on models in which the term structure has a Markov state-space representation.

Decimate

Coronary-Spasm

A Note On Population Growth In A Crowded Stochastic EnvironmentWe find an explicit unique solution in the space of Kondratiev distributions, (.)., to a stochastic differential equation modelling population growth in a crowded stochastic environment.

fluffy

A Generalized Feynman-Kac Formula for the Stochastic Heat Problem with Anticipating Initial ConditioUsing White Noise Analysis, we construct a Feynman-Kac formula for the stochastic heat equation with anticipating initial conditions. The obtained solution has applications to nonlinear filtering and heat transport with noise.

反感

记忆

The Circle as a Fermionic DistributionLet us consider the free loop space of a manifold. It is very well known that the equivariant cohomology of the free loop spce is related to the index theorem for a finite dimensional Dirac operator. The reader can see [Bis85], [Bis86], [GJP90], [JP90] for instance.

concubine

震惊

网络添麻烦

Absolute Continuity of Monotone Shifts on the Wiener SpaceIn this work we study the absolute continuity of the image of the Wiener measure under the shifts of the form .. + ., where . is a random variable with values in the Cameron-Martin space H, with the property that the linear operator (on .) .. + ▽.(.) has almost surely a positive spectrum.

Conflict