Stochastic analysis: Summer Research Institute on Stochastic Analysis, July 11 - 30, 1993 ; Cornell University ; Ithaca, New York
Saved in:
| Other Authors: | , |
|---|---|
| Format: | Conference Proceeding Book |
| Language: | English |
| Published: |
Providence ; Rgode Island
American Mathematical Society
[1995]
|
| Series: | Proceedings of symposia in pure mathematics
volume 57 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | ix, 621 Seiten |
| ISBN: | 0821802895 9780821802892 |
Staff View
MARC
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| 245 | 1 | 0 | |a Stochastic analysis |b Summer Research Institute on Stochastic Analysis, July 11 - 30, 1993 ; Cornell University ; Ithaca, New York |c Michael C. Cranston ; Mark A. Pinsky ; Editors |
| 264 | 1 | |a Providence ; Rgode Island |b American Mathematical Society |c [1995] | |
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Record in the Search Index
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| adam_text | Contents
Preface
ix
PART I. Problems in Analysis
An improvement of the Osserman constant for the bass note of a
drum
Rodrigo
Baňuelos
and Tom Carroll
3
Heat content asymptotics for some open sets with a fractal boundary
M. van den Berg
11
On self-attracting random walks
Erwin Bolthausen
and
Uwe Schmock 23
Positivity
default for martingales and harmonic functions
Jean Brossard
45
Optimal switching between two Brownian motions
R. Cairoli and Robert
С
Dalang
53
Nonnegative
solutions for
semilinear
elliptic equations with bound¬
ary conditions
—
a probabilistic approach
Z. Q. Chen, R. J. Williams, and Z. Zhao
65
Simulated annealing and fastest cooling rates for some 1-dim spin
glass models
Tzuu-Shuh Chiang and Yunshong Chow
83
Averaging stochastically perturbed Hamiltonian systems
Thomas G. Kurtz and
Federico Marchetti
93
The interpretation and solution of ordinary differential equations
driven by rough signals
Terry J.Lyons
115
Time-reversal of the noisy
Wiener-Hopf
factorisation
L. C. G. Rogers
129
Some aspects of Brownian motion in a Poissonian potential
Alain-Sol Sznitman
137
vi
CONTENTS
Schrödinger Operators and asymptotics
for Poisson-Lévy
excursion
measures for one-dimensional time-homogeneous diffusions
A. Truman, D. Williams, and K. Y. Yu
145
Generalized arc-sine laws for one-dimensional diffusion processes
and random walks
Shinzo Watanabe
157
PART II. Problems in Geometry
Semimartingales with values in a Euclidean vector bundle and Ocone s
formula on a Riemannian manifold
Hélène
Ajrault and Paul Malliavin
175
Coupling constructions for hypoelliptic diffusions: Two examples
Gerard Ben Arous, Michael Cranston, and Wilfrid S.
Kendall
193
Heat kernel bounds on Riemannian manifolds
Itai
Benjamini,
Isaac Chavel, and Edgar A. Feldman
213
Brownian motion and harmonic functions on polygonal complexes
M. Brin
and Yu. Kifer
227
Heat kernel of a noncompact Riemannian manifold
Alexander Grigor yan
239
Flows and quasi-invariance of the Wiener measure on path spaces
Elton P. Hsu
265
Levy s stochastic area formula and related problems
N.
Ikeda, S. Kusuoka, and S. Manabe
281
Markov processes and harmonic functions on hyperbolic metric
spaces
Yuri Kifer
307
Some problems concerning Levy processes on lie groups
Hiroshi Kunita
323
The central limit theorem for geodesic flows on noncompact mani¬
folds of constant negative curvature
Y. Le Jan
343
A renewal theorem for the distance in negative curvature
F. Ledrappier
351
A bootstrap proof of the limit theorem for linear SDE
Paul Malliavin
361
CONTENTS vü
Diffusion processes on a Lipschitz Riemannian manifold and their
applications
Weian Zheng
373
PART III. Infinite-Dimensional Problems
On path properties of super-2 processes. II
Donald A. Dawson, Kenneth J.
Hochberg,
and Vladimir
VlNOGRADOV
385
Towards calculus and geometry on path spaces
Bruce K. Driver
405
Branching with a single point catalyst
E. B. Dynkin
423
The Brownian path-valued process and its connections with partial
differential equations
Jean-François Le
Gall
427
Inverse powers of white noise
Yaozhong
Ни, Том
Lindstrom,
Bernt
0ksendal,
Jan Ub0e,
and Tusheng Zhang
439
Statistical mechanics of nonlinear wave equations
H. P. McKean and K. L. Vaninsky
457
Markov properties for solutions of stochastic differential equations
David Nualart
465
A quasihomeomorphism on the Wiener space
Ichiro Shigekawa
473
Absolute continuity on the Wiener space and some applications
Ali Süleyman Üstünel
and
Moshe Zakai 487
Invariant Gibbsian measures of the Klein-Gordon equation
K. L. Vaninsky
495
PART IV. Stochastic PDE/ Stochastic Flows
Dirichlet form methods for uniqueness of martingale problems and
applications
Sergio Albeverio and
Michael Röckner 513
Anticipative
problems in the theory of random dynamical systems
Ludwig
Arnold
529
Stability index for nonlinear stochastic differential equations
Ludwig
Arnold and Rafail Z. Khasminskii
543
CONTENTS
Degenerate stochastic differential equations, flows, and hypoellip-
ticity
Denis R. Bell and Salah-Eldin A. Mohammed
553
Derivative flows of stochastic differential equations: Moment expo¬
nents and geometric properties
K. D. Elworthy and X.-M. Li
565
Invariant diffusion processes in Lie groups and stochastic flows
Ming Liao
575
On stochastic integrals in topological vector spaces
R. Mikulevicius and B. L. RozovsKii
593
Travelling waves for the KPP equation with noise
С
Mueller and R. Sowers
603
Backward SDEs,
quasilinear
PDEs, and SPDEs
Etienne
Ρ
ardoux
611
Invariance
of the Lyapunov exponent under nonlinear perturba¬
tions
Mark A. Pinsky
619
|
| any_adam_object | 1 |
| author2 | Cranston, Michael C. 1951- Pinsky, Mark A. 1940- |
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| author_GND | (DE-588)172779405 (DE-588)108438791 |
| author_facet | Cranston, Michael C. 1951- Pinsky, Mark A. 1940- |
| building | Verbundindex |
| bvnumber | BV010319755 |
| callnumber-first | Q - Science |
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| callnumber-subject | QA - Mathematics |
| classification_rvk | SD 1993 |
| classification_tum | MAT 606f |
| ctrlnum | (OCoLC)30734302 (DE-599)BVBBV010319755 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Conference Proceeding Book |
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| genre_facet | Konferenzschrift 1993 Ithaca NY |
| id | DE-604.BV010319755 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T17:50:27Z |
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| isbn | 0821802895 9780821802892 |
| language | English |
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| physical | ix, 621 Seiten |
| publishDate | 1995 |
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| publisher | American Mathematical Society |
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| series | Proceedings of symposia in pure mathematics |
| series2 | Proceedings of symposia in pure mathematics |
| spelling | Stochastic analysis Summer Research Institute on Stochastic Analysis, July 11 - 30, 1993 ; Cornell University ; Ithaca, New York Michael C. Cranston ; Mark A. Pinsky ; Editors Providence ; Rgode Island American Mathematical Society [1995] © 1995 ix, 621 Seiten txt rdacontent n rdamedia nc rdacarrier Proceedings of symposia in pure mathematics volume 57 Analyse stochastique - Congrès Analyse stochastique - Congrès ram Stochastic analysis Congresses Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1993 Ithaca NY gnd-content Stochastische Analysis (DE-588)4132272-1 s DE-604 Cranston, Michael C. 1951- (DE-588)172779405 edt Pinsky, Mark A. 1940- (DE-588)108438791 edt Summer Research Institute on Stochastic Analysis 1993 Ithaca, NY (DE-588)1230853-5 his Erscheint auch als Online-Ausgabe 978-0-8218-9359-3 Proceedings of symposia in pure mathematics volume 57 (DE-604)BV000012972 57 Digitalisierung TU Muenchen application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006867380&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Stochastic analysis Summer Research Institute on Stochastic Analysis, July 11 - 30, 1993 ; Cornell University ; Ithaca, New York Proceedings of symposia in pure mathematics Analyse stochastique - Congrès Analyse stochastique - Congrès ram Stochastic analysis Congresses Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4132272-1 (DE-588)1071861417 |
| title | Stochastic analysis Summer Research Institute on Stochastic Analysis, July 11 - 30, 1993 ; Cornell University ; Ithaca, New York |
| title_auth | Stochastic analysis Summer Research Institute on Stochastic Analysis, July 11 - 30, 1993 ; Cornell University ; Ithaca, New York |
| title_exact_search | Stochastic analysis Summer Research Institute on Stochastic Analysis, July 11 - 30, 1993 ; Cornell University ; Ithaca, New York |
| title_full | Stochastic analysis Summer Research Institute on Stochastic Analysis, July 11 - 30, 1993 ; Cornell University ; Ithaca, New York Michael C. Cranston ; Mark A. Pinsky ; Editors |
| title_fullStr | Stochastic analysis Summer Research Institute on Stochastic Analysis, July 11 - 30, 1993 ; Cornell University ; Ithaca, New York Michael C. Cranston ; Mark A. Pinsky ; Editors |
| title_full_unstemmed | Stochastic analysis Summer Research Institute on Stochastic Analysis, July 11 - 30, 1993 ; Cornell University ; Ithaca, New York Michael C. Cranston ; Mark A. Pinsky ; Editors |
| title_short | Stochastic analysis |
| title_sort | stochastic analysis summer research institute on stochastic analysis july 11 30 1993 cornell university ithaca new york |
| title_sub | Summer Research Institute on Stochastic Analysis, July 11 - 30, 1993 ; Cornell University ; Ithaca, New York |
| topic | Analyse stochastique - Congrès Analyse stochastique - Congrès ram Stochastic analysis Congresses Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Analyse stochastique - Congrès Stochastic analysis Congresses Stochastische Analysis Konferenzschrift 1993 Ithaca NY |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006867380&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000012972 |
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