Titlebook: Stochastic Analysis and Related Topics VII; Proceedings of the S Laurent Decreusefond,Bernt K. Øksendal,Ali Süleyma Conference proceedings

套索

,Density Estimate in Small Time for Jump Processes with Singular Lévy Measures,In this chapter, we study the asymptotic behavior of the transition density for processes of jump type as the time parameter . tends to 0. We use Picard’s duality method, which allows us to obtain the lower and upper bounds of the density even for the case where the support of Lévy measure is very singular.

偏狂症

,Variational Calculus for a Lévy Process Based on a Lie Group,The tools of the stochastic calculus of variations are constructed for Poisson processes on a Lie group, and the corresponding analysis on the Lie-Wiener space is recovered as the limiting case of this construction.

DAMP

Sharp Laplace Asymptotics for a Hyperbolic SPDE,In this paper we prove a precise asymptotic estimate for Laplace type functionals of a certain class of hyperbolic SPDEs. We use a large deviation principle, the stochastic Taylor’s expansion introduced by Azencott, and some methods of representation and estimation for our stochastic partial differential equation.

Fillet,Filet

Damped Logarithmic Sobolev Inequality on the Wiener Space,Using Girsanov and the change of variables formula on an abstract Wiener space, we prove damped versions of logarithmic Sobolev and Poincaré inequalities.

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圆柱

Hausdorff-Gauss Measures,pect to Lebesgue measure λ.. On the other hand there exists a classical formula for changing variables, the coarea Federer formula for Lipschitz functions. The goal of this chapter is to compute the exact value of this density by means of an extension of the coarea formula to the Wiener space, or mo

ANA

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Large Deviation of Diffusion Processes with Discontinuous Drift,eviation principle for the law of the solution diffusion process and its occupation time as ε → 0. In other words, we consider .(‖.. − ϕ‖ < δ, ‖..− ψ‖ < τ) where ..(.) and ψ (.) are the occupation times of .. and ϕ in the positive half space {. ∈ ℝ. : .. > 0} respectively. As a consequence, a unifie

construct

Heat Kernel Analysis on Lie Groups,mensional differential topology. In the latter category the domain manifold has usually been an interval or a circle. In these notes we will survey one particular topic in the analysis of a natural second order elliptic operator.over such an infinite dimensional manifold.

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