| 书目名称 | Stochastic Analysis and Related Topics VII |
| 副标题 | Proceedings of the S |
| 编辑 | Laurent Decreusefond,Bernt K. Øksendal,Ali Süleyma |
| 视频video | |
| 丛书名称 | Progress in Probability |
| 图书封面 |  |
| 描述 | 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 |
| 出版日期 | Conference proceedings 2001 |
| 关键词 | Brownian motion; Girsanov theorem; Martingale; Measure; Poisson process; Semimartingale; diffusion process |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4612-0157-1 |
| isbn_softcover | 978-1-4612-6638-9 |
| isbn_ebook | 978-1-4612-0157-1Series ISSN 1050-6977 Series E-ISSN 2297-0428 |
| issn_series | 1050-6977 |
| copyright | Springer Science+Business Media New York 2001 |
发表于 2025-3-21 19:36:34
