Stochastic analysis and applications : proceedings of the fifth Gregynog symposium : Gregynog, Powys, UK, 9-14 July 1995
Author(s)
Bibliographic Information
Stochastic analysis and applications : proceedings of the fifth Gregynog symposium : Gregynog, Powys, UK, 9-14 July 1995
World Scientific, c1996
Available at 18 libraries
  Aomori
  Iwate
  Miyagi
  Akita
  Yamagata
  Fukushima
  Ibaraki
  Tochigi
  Gunma
  Saitama
  Chiba
  Tokyo
  Kanagawa
  Niigata
  Toyama
  Ishikawa
  Fukui
  Yamanashi
  Nagano
  Gifu
  Shizuoka
  Aichi
  Mie
  Shiga
  Kyoto
  Osaka
  Hyogo
  Nara
  Wakayama
  Tottori
  Shimane
  Okayama
  Hiroshima
  Yamaguchi
  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
  China
  Thailand
  United Kingdom
  Germany
  Switzerland
  France
  Belgium
  Netherlands
  Sweden
  Norway
  United States of America
Note
Includes bibliographical references
Description and Table of Contents
Description
This volume contains papers which were presented at a meeting entitled “Stochastic Analysis and Applications“ held at Gregynog Hall, Powys, from the 9th — 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.
Table of Contents
- Logarithmic Sobolev inequalities of submanifolds in Weiner space, S. Aida
- strong quantum Markov processes and the Dirichlet problem, S. Attal
- on stochastic generators of completely positive cocycles, V.P. Belavkin
- stochastic flows of diffeomorphisms, Z. Brzeniak
- a probabilistic little Picard theorem and Gromov's hyperbolic manifolds, M. Cranston
- Riemanniam geometry on path space, A.B. Cruzeiro
- Lie bracket on path spaces, B. Driver
- random polynomials, K. Farahmand
- evolution equations in the theory of statistical manifolds, B. Grigelionis
- analysis in path and loop spaces, E.P. Hsu
- another proof of log-Sobolev inequalities for heat kernels, Y.Z. Hu
- stochastic flows with self-similar property, H. Kunita
- stochastic Weiss-Zumino-Witten models over a symplectic manifold, R. Leandre
- large deviations for solutions of sde's, S. Makhno
- combined stochastic control and impulse control, with an application to economics, B. Oksendal
- non-smooth flows on the Weiner space with applications, G. Peters
- causal and non-causal stochastic calculus - a unified approach, F. Russo
- transformations of smooth measures, O.G. Smolianov
- on measures invariant under evolution in Hilbert space, V. Steblovskaya
- the weakly reinforced random walk - limit theorems, B. Toth
- second quantization of random isometries, A.S. Ustunel
- on large deviation of average principle, A. Veretinnikov
- Euclidean random fields as convoluted generalized white noise, J.L. Wa
- Maupertius least action principle for diffusions, J.C. Zambrini
- large deviations for diffusions without continuity coefficients, W. Zheng
- Gaussian behaviour of some modified Domb-Joyce models in high dimensions, X.Y. Zhou.
by "Nielsen BookData"