Stochastic Analysis and Related Topics VIII

Stochastic Analysis and Related Topics VIII

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Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics.Finally we deal with the non-invertibility of T = IB + F as in [21]. Denote by (Aa#39;)a#39;eN the countable family (A(no, ... Journal of the Faculty of Science of Tokyo University, Section IA, Mathematics, 29:567-598, 1982. [11] D. Nualart. Markov fields andanbsp;...


Title:Stochastic Analysis and Related Topics VIII
Author: Ulug Capar, A.S. Üstünel
Publisher:Springer Science & Business Media - 2003
ISBN-13:


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