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Stochastic Analysis and Related Topics VIII 2003 Edition
Contributor(s): Capar, Ulug (Editor), Üstünel, A. S. (Editor)
ISBN: 3764369981     ISBN-13: 9783764369989
Publisher: Birkhauser
OUR PRICE:   $104.49  
Product Type: Hardcover - Other Formats
Published: April 2003
Qty:
Annotation: Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.

This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus.

The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.

Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. ?st?nel

Additional Information
BISAC Categories:
- Mathematics | Probability & Statistics - General
- Mathematics | Differential Equations - General
- Mathematics | Mathematical Analysis
Dewey: 515.39
LCCN: 2003045173
Series: Progress in Probability
Physical Information: 0.56" H x 6.14" W x 9.21" (1.07 lbs) 208 pages
 
Descriptions, Reviews, Etc.
Publisher Description:

Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.

This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus.

The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.

Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. st nel