<電子ブック>
Stochastic Analysis and Related Topics

責任表示
著者
本文言語
出版者
出版年
出版地
関連情報
概要 This volume contains a large spectrum of work: super processes, Dirichlet forms, anticipative stochastic calculus, random fields and Wiener space analysis. The first part of the volume consists of two... main lectures given at the third Silivri meeting in 1990: 1. "Infinitely divisible random measures and superprocesses" by D.A. Dawson, 2. "Dirichlet forms on infinite dimensional spaces and appli cations" by M. Rockner. The second part consists of recent research papers all related to Stochastic Analysis, motivated by stochastic partial differ ential equations, Markov fields, the Malliavin calculus and the Feynman path integrals. We would herewith like to thank the ENST for its material support for the above mentioned meeting as well as for the ini tial preparation of this volume and to our friend and colleague Erhan Qmlar whose help and encouragement for the realization of this volume have been essential. H. Korezlioglu A. S. Ustiinel INFINITELY DIVISIBLE RANDOM MEASURES AND SUPERPROCESSES DONALD A. DAWSON 1. Introduction.続きを見る
目次 Infinitely Divisible Random Measures and Superprocesses
Dirichlet forms on Infinite Dimensional State Space and Applications
Law of Large Numbers and the Central Limit Theorem for Distributions on Wiener Space
Une Formule d'Ito dans des Espaces de Banach et Applications
Un Calcul Anticipatif sur une Variété Riemannienne Compacte
Distributions, Feynman Integrals and Measures on Abstract Wiener Spaces
Small Stochastic Perturbation of a One Dimensional Wave Equation
An Ergodic Result for Critical Spatial Branching Processes
Some Remarks on the Conditional Independence and the Markov Property
The Wiener Chaos Expansion of certain Radon-Nikodym Derivatives.
本文を見る Full text available from SpringerLink ebooks - Mathematics and Statistics (Archive)

詳細

レコードID
主題
SSID
eISBN
登録日 2020.06.27
更新日 2020.06.28