Author: Naval Research Laboratory (U.S.)Publisher:
ISBN:
Category : Naval research
Languages : en
Pages : 632
Book Description
Report of NRL Progress
Author: Naval Research Laboratory (U.S.)Publisher:
ISBN:
Category : Naval research
Languages : en
Pages : 632
Book Description
Theoretical Division Annual Report
Author: Peter A. CarruthersPublisher:
ISBN:
Category : Nuclear physics
Languages : en
Pages : 248
Book Description
The University of Virginia Record
Author: University of VirginiaPublisher:
ISBN:
Category :
Languages : en
Pages : 670
Book Description
Stochastic Analysis and Related Topics VI
Author: Laurent DecreusefondPublisher: Springer Science & Business Media
ISBN: 9780817640187
Category : Mathematics
Languages : en
Pages : 432
Book Description
This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures - Stochastic Differential Equations with Memory, by S.E. A. Mohammed, - Backward SDE's and Viscosity Solutions of Second Order Semilinear PDE's, by E. Pardoux. The main lectures are presented at the beginning of the volume. There is also a review paper at the third place about the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. We would like to thank - VISTA, a research cooperation between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil), - CNRS, Centre National de la Recherche Scientifique, - The Department of Mathematics of the University of Oslo, - The Ecole Nationale Superieure des Telecommunications, for their financial support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia H yfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: [email protected] Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom- 08193-Bellaterra munications CATALONIA (Spain) Departement Reseaux E-mail: [email protected] 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: [email protected] Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I.
Energy Research Abstracts
Author: Resources in Education
Author: Stochastic Analysis and Related Topics
Author: H. KörezliogluPublisher: Springer Science & Business Media
ISBN: 1461203732
Category : Mathematics
Languages : en
Pages : 372
Book Description
This volume contains a large spectrum of work: super processes, Dirichlet forms, anticipative stochastic calculus, random fields and Wiener space analysis. The first part of the volume consists of two main lectures given at the third Silivri meeting in 1990: 1. "Infinitely divisible random measures and superprocesses" by D.A. Dawson, 2. "Dirichlet forms on infinite dimensional spaces and appli cations" by M. Rockner. The second part consists of recent research papers all related to Stochastic Analysis, motivated by stochastic partial differ ential equations, Markov fields, the Malliavin calculus and the Feynman path integrals. We would herewith like to thank the ENST for its material support for the above mentioned meeting as well as for the ini tial preparation of this volume and to our friend and colleague Erhan Qmlar whose help and encouragement for the realization of this volume have been essential. H. Korezlioglu A.S. Ustiinel INFINITELY DIVISIBLE RANDOM MEASURES AND SUPERPROCESSES DONALD A. DAWSON 1. Introduction.
University of Virginia Alumni News
Author: Stochastic Analysis and Related Topics VII
Author: Laurent DecreusefondPublisher: Springer Science & Business Media
ISBN: 1461201578
Category : Mathematics
Languages : en
Pages : 256
Book Description
One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard Gross, a prominent developer of the theory. Another concise but complete survey of Hausdorff measures on Wiener space and its applications to Malliavin Calculus is given by D. Feyel, one of the most active specialists in this area. Other survey articles deal with short-time asymptotics of diffusion pro cesses with values in infinite dimensional manifolds and large deviations of diffusions with discontinuous drifts. A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space. Professional mathematicians looking for an overview of the state-of-the art in the above subjects will find this book helpful. In addition, graduate students as well as researchers whose domain requires stochastic analysis will find the original results of interest for their own research. The organizers acknowledge gratefully the financial help ofthe University of Oslo, and the invaluable aid of Professor Bernt 0ksendal and l'Ecole Nationale Superieure des Telecommunications.
Virginia Union List of Biomedical Serials
Author: University of Virginia. School of Medicine. LibraryPublisher:
ISBN:
Category : Biology
Languages : en
Pages : 250
Book Description