Stochastic Analysis and Related Topics VIII 2003 Edition Contributor(s): Capar, Ulug (Editor), Üstünel, A. S. (Editor) |
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ISBN: 3764369981 ISBN-13: 9783764369989 Publisher: Birkhauser OUR PRICE: $104.49 Product Type: Hardcover - Other Formats Published: April 2003 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 |