Level-2 große Abweichungen und semilineare stochastische Gleichungen für symmetrische Diffusionen:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
1995
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| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Bonn, Univ., Diss., 1995 |
| Beschreibung: | 94 Bl. |
Internformat
MARC
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| 245 | 1 | 0 | |a Level-2 große Abweichungen und semilineare stochastische Gleichungen für symmetrische Diffusionen |c vorgelegt von Stefan Mück |
| 264 | 1 | |c 1995 | |
| 300 | |a 94 Bl. | ||
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| 500 | |a Bonn, Univ., Diss., 1995 | ||
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Datensatz im Suchindex
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|---|---|
| adam_text |
CONTENTS
1 INTRODUCTION 3
1.1 A BRIEF SURVEY. 3
1.2 LARGE DEVIATIONS. 5
1.3 STOCHASTIC DIFFERENTIAL EQUATIONS. 8
2 PRELIMINARIES 14
2.1 DEFINITIONS AND NOTATION. 14
2.2 A CLASS OF INFINITE DIMENSIONAL DIRICHLET FORMS. 16
2.2.1 THE GRADIENT DIRICHLET FORM OVER (
E'
C
H
C
E)
ON
L2(E\N)
. 17
2.2.2 ON MARKOV UNIQUENESS. 20
2.2.3 PROBABILISTIC ASPECTS. 21
2.2.4 ERGODICITY OF GIRSANOV TRANSFORMED PROCESSES . 24
2.3 HILBERT SPACE VALUED WIENER PROCESSES AND STOCHASTIC INTEGRALS. 25
3 LEVEL-2 LARGE DEVIATIONS OF SYMMETRIC RIGHT PROCESSES W.R.T.
QUASI-EVERY
STARTING POINT ON GENERAL STATE SPACES 30
3.1 THE LOWER BOUND W.R.T. THE R-TOPOLOGY. 30
3.1.1 A TRANSFORMATION OF SEMIGROUPS. 30
3.1.2 THE CORRESPONDING GIRSANOV TRANSFORMATION. 33
3.1.3 PROOF OF THE LOWER BOUND. 34
3.2 WEAK UPPER BOUNDS W.R.T. THE R-TOPOLOGY. 36
3.2.1 QUASI-UNIFORM WEAK UPPER BOUND. 36
3.2.2 WEAK UPPER BOUND AND DONSKER-VARADHAN ENTROPY. 39
3.3 FULL UPPER BOUND W.R.T. THE WEAK TOPOLOGY. 41
3.4 EXAMPLES. 44
3.4.1 TIME ZERO FREE FIELD DIRICHLET FORM. 44
3.4.2 PERTURBED TIME ZERO FREE FIELD DIRICHLET FORM. 46
3.4.3 SPACE TIME FREE FIELD DIRICHLET FORM AND ITS PERTURBATION . 46
3.5 TABLE OF CRAMER-FUNCTIONALS AND RATE FUNCTIONS. 48
4 SYMMETRIC SOLUTIONS TO LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS 49
4.1 INTRODUCTION AND MAIN RESULTS. 49
4.2 CONSTRUCTION OF THE GRADIENT DIRICHLET FORM. 53
4.2.1 ANALYTIC CONSIDERATIONS. 53
4.2.2 THE BASIC TRIPLE (
E'
C
H
C
E)
. 55
4.2.3 CONSTRUCTION OF THE DIRICHLET FORM. 57
4.3 ANALYSIS OF THE ASSOCIATED PROCESS - WEAK SOLUTIONS OF WEAK TYPE. 59
1
BIBLIOGRAFISCHE INFORMATIONEN
HTTP://D-NB.INFO/948086726
4.4 WEAK SOLUTIONS OF STRONG TYPE
4.4.1 ANALYTIC CONSIDERATIONS.
4.4.2 STOCHASTIC ANALYSIS RELATED TO THE WEAK SOLUTION
4.5 ERGODICITY OF SOLUTIONS.
62
62
64
69
5 SYMMETRIC SOLUTIONS TO SEMILINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
5.1 INTRODUCTION AND MAIN RESULTS.
5.2 CONSTRUCTION OF THE SOLUTION - WEAK SOLUTIONS OF WEAK TYPE
5.3 WEAK SOLUTIONS OF STRONG TYPE.
5.4 ERGODICITY OF SOLUTIONS.
6 APPLICATIONS
82
2 |
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| author_facet | Mück, Stefan |
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| author_sort | Mück, Stefan |
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| building | Verbundindex |
| bvnumber | BV010811018 |
| classification_tum | MAT 606d |
| ctrlnum | (OCoLC)64537315 (DE-599)BVBBV010811018 |
| discipline | Mathematik |
| format | Book |
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| illustrated | Not Illustrated |
| indexdate | 2024-10-09T16:13:13Z |
| institution | BVB |
| language | German |
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| physical | 94 Bl. |
| publishDate | 1995 |
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| spelling | Mück, Stefan Verfasser aut Level-2 große Abweichungen und semilineare stochastische Gleichungen für symmetrische Diffusionen vorgelegt von Stefan Mück 1995 94 Bl. txt rdacontent n rdamedia nc rdacarrier Bonn, Univ., Diss., 1995 Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Semilineare Differentialgleichung (DE-588)4180958-0 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Diffusionsprozess (DE-588)4274463-5 s Stochastische Differentialgleichung (DE-588)4057621-8 s Semilineare Differentialgleichung (DE-588)4180958-0 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007223049&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mück, Stefan Level-2 große Abweichungen und semilineare stochastische Gleichungen für symmetrische Diffusionen Diffusionsprozess (DE-588)4274463-5 gnd Semilineare Differentialgleichung (DE-588)4180958-0 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4274463-5 (DE-588)4180958-0 (DE-588)4057621-8 (DE-588)4113937-9 |
| title | Level-2 große Abweichungen und semilineare stochastische Gleichungen für symmetrische Diffusionen |
| title_auth | Level-2 große Abweichungen und semilineare stochastische Gleichungen für symmetrische Diffusionen |
| title_exact_search | Level-2 große Abweichungen und semilineare stochastische Gleichungen für symmetrische Diffusionen |
| title_full | Level-2 große Abweichungen und semilineare stochastische Gleichungen für symmetrische Diffusionen vorgelegt von Stefan Mück |
| title_fullStr | Level-2 große Abweichungen und semilineare stochastische Gleichungen für symmetrische Diffusionen vorgelegt von Stefan Mück |
| title_full_unstemmed | Level-2 große Abweichungen und semilineare stochastische Gleichungen für symmetrische Diffusionen vorgelegt von Stefan Mück |
| title_short | Level-2 große Abweichungen und semilineare stochastische Gleichungen für symmetrische Diffusionen |
| title_sort | level 2 große abweichungen und semilineare stochastische gleichungen fur symmetrische diffusionen |
| topic | Diffusionsprozess (DE-588)4274463-5 gnd Semilineare Differentialgleichung (DE-588)4180958-0 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Diffusionsprozess Semilineare Differentialgleichung Stochastische Differentialgleichung Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007223049&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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