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Stochastic Analysis and Related Topics VIII

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. Üstünel
EAN: 9783034894067
Sprache: Englisch
Seitenzahl: 220
Produktart: kartoniert, broschiert
Herausgeber: Üstünel, A. S. Capar, Ulug
Verlag: Birkhäuser Basel Springer Basel AG
Veröffentlichungsdatum: 21.01.2013
Untertitel: Silivri Workshop in Gazimagusa (North Cyprus), September 2000
Größe: 13 × 155 × 235
Gewicht: 341 g

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Stochastic Analysis and Related Topics VIII
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