Stochastic analysis and related topics in Kyoto : in honour of Kiyoshi Itô
著者
書誌事項
Stochastic analysis and related topics in Kyoto : in honour of Kiyoshi Itô
(Advanced studies in pure mathematics, 41)
Mathematical Society of Japan, c2004
大学図書館所蔵 全50件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
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注記
"Based on lectures given at the conference "Stochastic analysis and the related topics" held at RIMS, Kyoto University in Sept. 4-7, 2002"--Pref
内容説明・目次
内容説明
This volume is a collection of research and survey papers written by invited lecturers at the RIMS international symposium on stochastic analysis and related topics in celebration of Professor Kiyosi Ito's eighty-eighth birthday. Leading stochastic analysts, including his colleagues and former students, attended the symposium and contributed articles to this collection. Readers will find here many new and exciting developments. The symposium consisted of four sections, which are represented in this volume: "Markov Processes", "Mathematical Finance", "Malliavin Calculus", and a special session on "Perspectives in Stochastic Analysis". Topics covered include quadratic Wiener functionals, representation of martingales, infinite dimensional hypoelliptic semi-group, Orlicz norm equivalence, noises associated with Harris flows, Ito's construction procedure, Stieltjes exponential, stochastic Newton equation, cubic Schroodinger equations, stochastic porous media equation, homogenization on fractals, risk-sensitive portfolio optimization, least square approximation, and more.
The book is suitable for graduate students and research mathematicians interested in probability theory and mathematical finance. Information for our distributors: Published for the Mathematical Society of Japan by Kinokuniya, Tokyo, and distributed worldwide, except in Japan, by the AMS. All commercial channel discounts apply.
目次
- Backward regularity for some infinite dimensional hypoellptic semi-groups
- Invariant measures for a stochastic porous medium equation
- Equivariant diffusions on principal bundles
- Monge-Kantorovitch measure transportation, Monge-Ampere equation and the Ito calculus
- Function spaces and symmetric Markov processes
- Gauge theorems for Stieltjes exponentials
- A frontier of white noise analysis, in line with Ito calculus
- Integral representation of linear functionals on vector lattices and its application to BV functions on Wiener space
- Least-squares approximation of random variables by stochastic integrals
- Quadratic Wiener functionals, Kalman-Bucy filters, and the KdV equation
- Homogenization on finitely ramified fractals
- Representation of martingales with jumps and applications to mathematical finance
- Stochastic Newton equation with reflecting boundary condition
- Cubic Schrodinger: The petit canonical ensemble
- Risk-sensitive portfolio optimization with full and partial information
- An approximation for exponential hedging
- Orlicz norm equivalence for the Ornstein-Uhlenback operator
- Some comments about Ito's construction procedure
- Criticality of generalized Schrodinger operators and differentiability of spectral functions
- On spectra of noises associated with Harris flows
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