Malliavin calculus at Saint-Flour: [reprints of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998)
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer
2012
|
| Series: | Probability at Saint-Flour
|
| Subjects: | |
| Online Access: | Inhaltstext Inhaltsverzeichnis |
| Physical Description: | VII, 346 S. 235 mm x 155 mm |
| ISBN: | 9783642259319 |
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Record in the Search Index
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| adam_text |
IMAGE 1
TABLE OF CONTENTS
SOME APPLICATIONS OF STOCHASTIC CALCULUS TO PARTIAL DIFFERENTIAL
EQUATIONS 1
D.W. STROOCK
0. INTRODUCTION 2
1. SECOND ORDER PARABOLIC P.D.E.'S AND S.D.E.'S 5
2. ELEMENTS OF THE THEORY OF STOCHASTIC INTEGRALS AND S.D.E.'S 8 3. A
CRITERION FOR ABSOLUTE CONTINUITY OF A MEASURE ON R N 21
4. GAUSSIAN CALCULUS IN FINITE DIMENSIONS 25
5. SYMMETRIC DIFFUSION SEMIGROUPS 29
6. THE ORNSTEIN-UHLENBECK SEMIGROUP ON WIENER SPACE 38
7. THE MALLIAVIN'S CALCULUS AND STOCHASTIC INTEGRALS 48
8. CRITERIA GUARANTEEING NON-DEGENERACY 60
9. SOME CONCLUDING REMARKS AND AN EXAMPLE 99
REFERENCES 114
PROBABILISTIC METHODS IN THE STUDY OF ASYMPTOTICS 117
N.IKEDA
INTRODUCTION 119
1. AN EXAMPLE OF THE APPROACH OF FEYNMAN-KAC TO ASYMPTOTICS 121 2. A
RAPID COURSE IN THE MALLIAVIN CALCULUS 126
3. LEVY'S STOCHASTIC AREA AND RELATED REMARKS 143
4. STOCHASTIC DIFFERENTIAL EQUATIONS AND THE MALLIAVIN CALCULUS 150 5.
SHORT TIME ASYMPTOTICS OF HEAT KERNELS 156
6. SCHROEDINGER OPERATORS WITH MAGNETIC FIELDS AND STOCHASTIC OSCILLATORY
INTEGRALS 193
7. APPLICATIONS TO GEOMETRIC PROBLEMS 230
REFERENCES 240
ANALYSIS ON WIENER SPACE AND ANTICIPATING STOCHASTIC CALCULUS 249 DAVID
NUALART
INTRODUCTION 251
1 DERIVATIVE AND DIVERGENCE OPERATORS ON A GAUSSIAN SPACE 252 2
ORNSTEIN-UHLENBECK SEMIGROUP AND EQUIVALENCE OF NORMS 267 3 APPLICATION
OF MALLIAVIN CALCULUS TO STUDY PROBABILITY LAWS 281 4 SUPPORT THEOREMS
300
5 ANTICIPATING STOCHASTIC CALCULUS 314
6 ANTICIPATING STOCHASTIC DIFFERENTIAL EQUATIONS 336
BIBLIOGRAPHY 346
BIBLIOGRAFISCHE INFORMATIONEN HTTP://D-NB.INFO/1017147280
DIGITALISIERT DURCH |
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| discipline | Mathematik |
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| spelling | Ikeda, Nobuyuki Verfasser aut Malliavin calculus at Saint-Flour [reprints of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998) Nobuyuki Ikeda ; David Nualart ; Daniel Stroock Berlin [u.a.] Springer 2012 VII, 346 S. 235 mm x 155 mm txt rdacontent n rdamedia nc rdacarrier Probability at Saint-Flour Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Malliavin-Kalkül (DE-588)4242584-0 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Stochastische Analysis (DE-588)4132272-1 s Malliavin-Kalkül (DE-588)4242584-0 s DE-604 Nualart, David 1951- Verfasser (DE-588)113130902 aut Stroock, Daniel W. 1940- Verfasser (DE-588)130519561 aut X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=3911606&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=024740230&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ikeda, Nobuyuki Nualart, David 1951- Stroock, Daniel W. 1940- Malliavin calculus at Saint-Flour [reprints of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998) Stochastische Analysis (DE-588)4132272-1 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd |
| subject_GND | (DE-588)4132272-1 (DE-588)4242584-0 (DE-588)4143413-4 |
| title | Malliavin calculus at Saint-Flour [reprints of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998) |
| title_auth | Malliavin calculus at Saint-Flour [reprints of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998) |
| title_exact_search | Malliavin calculus at Saint-Flour [reprints of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998) |
| title_full | Malliavin calculus at Saint-Flour [reprints of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998) Nobuyuki Ikeda ; David Nualart ; Daniel Stroock |
| title_fullStr | Malliavin calculus at Saint-Flour [reprints of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998) Nobuyuki Ikeda ; David Nualart ; Daniel Stroock |
| title_full_unstemmed | Malliavin calculus at Saint-Flour [reprints of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998) Nobuyuki Ikeda ; David Nualart ; Daniel Stroock |
| title_short | Malliavin calculus at Saint-Flour |
| title_sort | malliavin calculus at saint flour reprints of lectures originally published in the lecture notes in mathematics volumes 976 1983 1427 1990 and 1690 1998 |
| title_sub | [reprints of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998) |
| topic | Stochastische Analysis (DE-588)4132272-1 gnd Malliavin-Kalkül (DE-588)4242584-0 gnd |
| topic_facet | Stochastische Analysis Malliavin-Kalkül Aufsatzsammlung |
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