Mathematical analysis of random phenomena :: proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 /
This volume highlights recent developments of stochastic analysis with a wide spectrum of applications, including stochastic differential equations, stochastic geometry, and nonlinear partial differential equations. While modern stochastic analysis may appear to be an abstract mixture of classical a...
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| Weitere Verfasser: | , , |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hackensack, N.J. :
World Scientific,
©2007.
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | This volume highlights recent developments of stochastic analysis with a wide spectrum of applications, including stochastic differential equations, stochastic geometry, and nonlinear partial differential equations. While modern stochastic analysis may appear to be an abstract mixture of classical analysis and probability theory, this book shows that, in fact, it can provide versatile tools useful in many areas of applied mathematics where the phenomena being described are random. The geometrical aspects of stochastic analysis, often regarded as the most promising for applications, are special. |
| Beschreibung: | 1 online resource (vii, 231 pages) : illustrations |
| Bibliographie: | Includes bibliographical references. |
| ISBN: | 9789812770547 9812770542 1281121657 9781281121653 9786611121655 661112165X |
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| 245 | 0 | 0 | |a Mathematical analysis of random phenomena : |b proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 / |c editors, Ana Bela Cruzeiro, Habib Ouerdiane, Nobuaki Obata. |
| 260 | |a Hackensack, N.J. : |b World Scientific, |c ©2007. | ||
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| 505 | 0 | |a Preface HBLENE AIRAULT; Contents; Geometry and integration by parts on H \ Diff(S') HBLENE AIRAULT, PAUL MALLIAVIN; Invariant measures for Ornstein-Uhlenbeck operators ABDULRAHMAN AL-HUSSEIN; Backward stochastic differential equations with respect to martingales WIDED AYED, NOBUAKI OBATA, HABIB OUERDIANE; Partial unitarity arising from quadratic quantum white noise SONIA CHAARI, SOUMAYA GHERYANI, HABIB OUERDIANE; Schilder's theorem for Gaussian white noise distributions F. CIPRIANO, H. OUERDIANE, J . L. SILVA, R. VILELA MENDES. | |
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| contents | Preface HBLENE AIRAULT; Contents; Geometry and integration by parts on H \ Diff(S') HBLENE AIRAULT, PAUL MALLIAVIN; Invariant measures for Ornstein-Uhlenbeck operators ABDULRAHMAN AL-HUSSEIN; Backward stochastic differential equations with respect to martingales WIDED AYED, NOBUAKI OBATA, HABIB OUERDIANE; Partial unitarity arising from quadratic quantum white noise SONIA CHAARI, SOUMAYA GHERYANI, HABIB OUERDIANE; Schilder's theorem for Gaussian white noise distributions F. CIPRIANO, H. OUERDIANE, J . L. SILVA, R. VILELA MENDES. |
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| publisher | World Scientific, |
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| spelling | Mathematical analysis of random phenomena : proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 / editors, Ana Bela Cruzeiro, Habib Ouerdiane, Nobuaki Obata. Hackensack, N.J. : World Scientific, ©2007. 1 online resource (vii, 231 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier data file Includes bibliographical references. Print version record. Preface HBLENE AIRAULT; Contents; Geometry and integration by parts on H \ Diff(S') HBLENE AIRAULT, PAUL MALLIAVIN; Invariant measures for Ornstein-Uhlenbeck operators ABDULRAHMAN AL-HUSSEIN; Backward stochastic differential equations with respect to martingales WIDED AYED, NOBUAKI OBATA, HABIB OUERDIANE; Partial unitarity arising from quadratic quantum white noise SONIA CHAARI, SOUMAYA GHERYANI, HABIB OUERDIANE; Schilder's theorem for Gaussian white noise distributions F. CIPRIANO, H. OUERDIANE, J . L. SILVA, R. VILELA MENDES. This volume highlights recent developments of stochastic analysis with a wide spectrum of applications, including stochastic differential equations, stochastic geometry, and nonlinear partial differential equations. While modern stochastic analysis may appear to be an abstract mixture of classical analysis and probability theory, this book shows that, in fact, it can provide versatile tools useful in many areas of applied mathematics where the phenomena being described are random. The geometrical aspects of stochastic analysis, often regarded as the most promising for applications, are special. English. Stochastic analysis Congresses. Mathematical analysis Congresses. Analyse stochastique Congrès. Analyse mathématique Congrès. MATHEMATICS Probability & Statistics General. bisacsh Mathematical analysis fast Stochastic analysis fast Conference papers and proceedings fast Cruzeiro, A. B. (Ana Bela Ferreira), 1957- https://id.oclc.org/worldcat/entity/E39PBJdmq9WjtD8MmxqfRCCPcP http://id.loc.gov/authorities/names/n91063144 Ouerdiane, Habib. http://id.loc.gov/authorities/names/n2004008435 Obata, Nobuaki, 1957- https://id.oclc.org/worldcat/entity/E39PCjqCpqpTw6mVrBcVm3wvh3 http://id.loc.gov/authorities/names/n94031467 has work: Mathematical Analysis of Random Phenomena (Text) https://id.oclc.org/worldcat/entity/E39PCFwWkT7KHxHFf3MtYkfVT3 https://id.oclc.org/worldcat/ontology/hasWork Print version: Mathematical analysis of random phenomena. Hackensack, N.J. : World Scientific, ©2007 (DLC) 2007300087 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=203902 Volltext |
| spellingShingle | Mathematical analysis of random phenomena : proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 / Preface HBLENE AIRAULT; Contents; Geometry and integration by parts on H \ Diff(S') HBLENE AIRAULT, PAUL MALLIAVIN; Invariant measures for Ornstein-Uhlenbeck operators ABDULRAHMAN AL-HUSSEIN; Backward stochastic differential equations with respect to martingales WIDED AYED, NOBUAKI OBATA, HABIB OUERDIANE; Partial unitarity arising from quadratic quantum white noise SONIA CHAARI, SOUMAYA GHERYANI, HABIB OUERDIANE; Schilder's theorem for Gaussian white noise distributions F. CIPRIANO, H. OUERDIANE, J . L. SILVA, R. VILELA MENDES. Stochastic analysis Congresses. Mathematical analysis Congresses. Analyse stochastique Congrès. Analyse mathématique Congrès. MATHEMATICS Probability & Statistics General. bisacsh Mathematical analysis fast Stochastic analysis fast |
| title | Mathematical analysis of random phenomena : proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 / |
| title_auth | Mathematical analysis of random phenomena : proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 / |
| title_exact_search | Mathematical analysis of random phenomena : proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 / |
| title_full | Mathematical analysis of random phenomena : proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 / editors, Ana Bela Cruzeiro, Habib Ouerdiane, Nobuaki Obata. |
| title_fullStr | Mathematical analysis of random phenomena : proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 / editors, Ana Bela Cruzeiro, Habib Ouerdiane, Nobuaki Obata. |
| title_full_unstemmed | Mathematical analysis of random phenomena : proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 / editors, Ana Bela Cruzeiro, Habib Ouerdiane, Nobuaki Obata. |
| title_short | Mathematical analysis of random phenomena : |
| title_sort | mathematical analysis of random phenomena proceedings of the international conference hammamet tunisia 12 17 september 2005 |
| title_sub | proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 / |
| topic | Stochastic analysis Congresses. Mathematical analysis Congresses. Analyse stochastique Congrès. Analyse mathématique Congrès. MATHEMATICS Probability & Statistics General. bisacsh Mathematical analysis fast Stochastic analysis fast |
| topic_facet | Stochastic analysis Congresses. Mathematical analysis Congresses. Analyse stochastique Congrès. Analyse mathématique Congrès. MATHEMATICS Probability & Statistics General. Mathematical analysis Stochastic analysis Conference papers and proceedings |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=203902 |
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