New trends in stochastic analysis : proceedings of a Taniguchi International Workshop, Charingworth Manor, September 21-27 1994
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書誌事項
New trends in stochastic analysis : proceedings of a Taniguchi International Workshop, Charingworth Manor, September 21-27 1994
World Scientiffic, c1997
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注記
"The Taniguchi International Workshop on 'New Trends in Stochastic Analysis' was held in Charingworth Manor, Charingworth, Gloucestershire, England from September 21st to September 27th, 1994."--Pref
Includes bibliographical references
内容説明・目次
内容説明
The Taniguchi International workshop on 'New Trends in Stochastic Analysis' was held at Charingworth Manor, Gloucestershire, England from September 21-27, 1994. The workshop was followed by a symposium held with the Mathematics Research Centre of the University of Warwick from Sep 28 to Oct 1. In these meetings several of the new directions that stochastic analysis is taking were discussed, ranging from analysis on fractals to analysis on loop spaces.This volume contains articles by 15 participants, reflecting this range of topics. Amongst them are discussed: Sobolev and logrithmic Sobolev inequalities for Markov semigroups, asymptotics for heat equations on the exterior of convex domains, 2 D stochastic Ising models, reaction diffusion equations with noise and new approaches to infinite dimensional stochastic analysis including a Malliavin type calculus for equations driven by 'rough signals'.
目次
- On the irreducibility of certain Dirichlet forms on loop spaces over compact homogeneous spaces, S. Aida
- on Sobolev and logarithmic Sobolev inequalities for Markov semigroups, D. Bakry
- singular limit for reaction-diffusion equation with self-similar Gaussian noise, T. Funaki
- logarithmic Sobolev inequalities on path spaces, E.P. Hsu
- percolation on pre-Sierpinski carpets, T. Kumagai
- Brownian cohomology of an homogeneous manifold, R. Leandre
- differential calculus on a based loop group, I. Shigekawa
- Wiener functionals with the regularity of fractional order, A. Watanabe. (Part contents).
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