Mathematical analysis of random phenomena : proceedings of the international conference, Hammamet, Tunisia, 12-17 September 2005 / editors, Ana Bela Cruzeiro, Habib Ouerdiane, Nobuaki Obata.

Format:

Book

Conference/Event

Contributor:

Cruzeiro, A. B. (Ana Bela Ferreira), 1957-

Ouerdiane, Habib.

Obata, Nobuaki, 1957-

Conference Name:

International Conference on Mathematical Analysis of Random Phenomena (2005 : Hammamet)

Language:

English

Subjects (All):

Stochastic analysis--Congresses.

Stochastic analysis.

Mathematical analysis--Congresses.

Mathematical analysis.

Physical Description:

1 online resource (241 p.)

Edition:

1st ed.

Place of Publication:

Hackensack, N.J. : World Scientific, c2007.

Language Note:

English

Summary:

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

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

A nonlinear stochastic equation of convolution type FERNANDA CIPRIANO, ANA BELA CRUZEIROVariational principle for diffusions on the diffeomorphism group with the H2 metric DIOGO AGUIAR GOMES; On a variational principle for the Navier-Stokes equation HANNO GOTTSCHALK, HABIB OUERDIANE, BOUBAKER SMII; Convolution calculus on white noise spaces and Feynman graph representation of generalized renormalization flows TAKEYUKI HIDA, SI SI; Characterizations of standard noises and applications YUH-JIA LEE, HSIN-HUNG SHIH; Analysis of stable white noise functionals PAUL LESCOT

Unitarizing measures for a representation of the Virasoro algebra, according to Kirillov and Malliavin: state of the problem YUTAO MA, NICOLAS PRIVAULTFKG inequality on the Wiener space via predictable representation R. VILELA MENDES; Path-integral estimates of ground-state functionals GIULIA DI NUNNO, BERNT DKSENDAL; A representation theorem and a sensitivity result for functionals of jump diffusions WILHELM VON WALDENFELS; Creation and annihilation operators on locally compact spaces JEAN-CLAUDE ZAMBRINI; From the geometry of parabolic PDE to the geometry of SDE; List of participants

Notes:

Articles from the International Conference on Mathematical Analysis of Random Phenomena, held in Hammamet, Tunisia, September 12-17, 2005.

Includes bibliographical references.

ISBN:

9786611121655

9781281121653

1281121657

9789812770547

9812770542

OCLC:

476099730