Mendeley出力
＜図書＞
Stochastic analysis and applications : the Abel Symposium 2005, proceedings of the second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Itô
| 責任表示 | ed. Fred Espen Benth ...[et al.] |
|---|---|
| シリーズ | Abel symposia / edited by the Norwegian Mathematical Society ; 2 |
| データ種別 | 図書 |
| 出版情報 | Berlin : Springer , c2007 |
| 本文言語 | 英語 |
| 大きさ | xi, 678 p. ; 24 cm |
| 概要 | The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over presented the newest developments within the...exciting and fast growing field of stochastic analysis. This volume combines both papers from the invited speakers and contributions by the presenting lecturers. In addition, it includes the Memoirs that Kiyoshi Ito wrote for this occasion. 続きを見る |
| 目次 | Memoirs of my research on stochastic analysis / Kiyosi Itô Itô calculus and quantum white noise calculus / Luigi Accardi, Andreas Boukas Homogenization of diffusions on the lattice Z[d] with periodic drift coeffcients, applying a logarithmic sobolev inequality or a weak poincaré inequality / Sergio Albeverio, M. Simonetta Bernabei, Michael -Röckner, Minoru W. Yoshida Theory and applications of infinite dimensional oscillatory integrals / Sergio Albeverio, Sonia Mazzucchi Ambit processes; with applications to turbulence and tumour grouwth / Ole E. Barndorff-Nielsen, Jürgen Schmiegel A stochastic control approach to a robust utility maximization problem / Giuliana Boradigoni, Anis Matoussi, Martin Schweizer Extending Markov processes in weak duality bu poisson point processes of excursions / Zhen-Qing Chen, Masatoshi Fukushima, Jiangang Ying Hedging with options in models with jumps / Rama Cont, Peter Tankov, Ekaterina Voltchkova Power variation analysis of some integral long-memory processes / José Manuel Corcuera Kolmogorov equations for stochastic PDE's with multiplicative noise / Giuseppe Da Prato Stochastic integrals and adjoint derivatives / Giulia Di Nunno, Yuri A. Rozanov An application of probability to nonlinear analysis / Eugene B. Dynkin The space of stochastic differential equations / K. David Elworthty Extremes of supOU processes / Vicky Fasen, Claudia Klüppelberg Gaussian bridges / Dario Gasborra, Tommi Sottinen, Esko Valkeila Some of the recent topics on stochastic analysis / Takeyuki Hida Differential equations driven by hölder continuous functions of order greater than 1/2 / Yaozhong Hu, David Nualart On asymptotics of banach space-valued Itô Functionals of brownian rough paths / Yuzuru Inahama, Hiroshi Kawabi Continuous- time markowitz's problems in an incomplete market, with no-shorting portfolios / Hanqing Jin, Xun Yu Zhou Quantum and classical conserved quantities : martingales, conservation laws and constants of motion / Torbjørn Kolsrud Different lattice approximations for Hôegh-krohn's quantum field model / Song Liang Itô atlas, its application to mathematical finance and to exponentiation of infinite dimensional lie algebras / Paul Malliavin The invariant distribution of a diffusion : some new aspects / Henry P. McKean Formation of singularities in madelung fluid : a nonconventional application of Itô calculus to foundations of quantum mechanics / Laura M. Morato G-Expectation, G-Brownian motion and related stochastic calculus of Itô type / Shige Peng Perpetual integral functionals of diffusions and their numerical computations / Paavo Salminen, Olli Wallin Chaos expansions and malliavin calculus for Lévy processes / Josep Lluis Solé, Frederic Utzet, Josep Vives Study of simple but challenging diffusion equation / Daniel W. Stroock Itô calculus and malliavin calculus / Shinzo Watanabe The malliavin calculus for processes with conditionally independent increments / Aleh L. Yablonski続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/7012193 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | P 007/STOC/2 | 2007 |
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023212007001566 |
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書誌詳細
| 内容注記 | Memoirs of my research on stochastic analysis / Kiyosi Itô Itô calculus and quantum white noise calculus / Luigi Accardi, Andreas Boukas Homogenization of diffusions on the lattice Z[d] with periodic drift coeffcients, applying a logarithmic sobolev inequality or a weak poincaré inequality / Sergio Albeverio, M. Simonetta Bernabei, Michael -Röckner, Minoru W. Yoshida Theory and applications of infinite dimensional oscillatory integrals / Sergio Albeverio, Sonia Mazzucchi Ambit processes; with applications to turbulence and tumour grouwth / Ole E. Barndorff-Nielsen, Jürgen Schmiegel A stochastic control approach to a robust utility maximization problem / Giuliana Boradigoni, Anis Matoussi, Martin Schweizer Extending Markov processes in weak duality bu poisson point processes of excursions / Zhen-Qing Chen, Masatoshi Fukushima, Jiangang Ying Hedging with options in models with jumps / Rama Cont, Peter Tankov, Ekaterina Voltchkova Power variation analysis of some integral long-memory processes / José Manuel Corcuera Kolmogorov equations for stochastic PDE's with multiplicative noise / Giuseppe Da Prato Stochastic integrals and adjoint derivatives / Giulia Di Nunno, Yuri A. Rozanov An application of probability to nonlinear analysis / Eugene B. Dynkin The space of stochastic differential equations / K. David Elworthty Extremes of supOU processes / Vicky Fasen, Claudia Klüppelberg Gaussian bridges / Dario Gasborra, Tommi Sottinen, Esko Valkeila Some of the recent topics on stochastic analysis / Takeyuki Hida Differential equations driven by hölder continuous functions of order greater than 1/2 / Yaozhong Hu, David Nualart On asymptotics of banach space-valued Itô Functionals of brownian rough paths / Yuzuru Inahama, Hiroshi Kawabi Continuous- time markowitz's problems in an incomplete market, with no-shorting portfolios / Hanqing Jin, Xun Yu Zhou Quantum and classical conserved quantities : martingales, conservation laws and constants of motion / Torbjørn Kolsrud Different lattice approximations for Hôegh-krohn's quantum field model / Song Liang Itô atlas, its application to mathematical finance and to exponentiation of infinite dimensional lie algebras / Paul Malliavin The invariant distribution of a diffusion : some new aspects / Henry P. McKean Formation of singularities in madelung fluid : a nonconventional application of Itô calculus to foundations of quantum mechanics / Laura M. Morato G-Expectation, G-Brownian motion and related stochastic calculus of Itô type / Shige Peng Perpetual integral functionals of diffusions and their numerical computations / Paavo Salminen, Olli Wallin Chaos expansions and malliavin calculus for Lévy processes / Josep Lluis Solé, Frederic Utzet, Josep Vives Study of simple but challenging diffusion equation / Daniel W. Stroock Itô calculus and malliavin calculus / Shinzo Watanabe The malliavin calculus for processes with conditionally independent increments / Aleh L. Yablonski |
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| 一般注記 | Other editors: Giulia Di Nunno, Tom Lindstrøm, Bernt Øksendal, Tusheng Zhang Includes bibliographical references |
| 著者標目 | Benth, Fred Espen Di Nunno, Giulia Lindstrøm, Tom, 1954- Øksendal, Bernt Zhang, Tusheng |
| 件 名 | FREE:伊藤, 清(1915-) |
| 書誌ID | 1001242598 |
| ISBN | 3540708464 |
| NCID | BA82024900 |
| 巻冊次 | ISBN:3540708464 ; XISBN:9783540708469 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |