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Stochastic analysis : Summer Research Institute on Stochastic Analysis July 11-30, 1993 Cornell University Ithaca, New York / Michael C. Cranston, Mark A. Pinsky, editors.
- Format:
- Book
- Conference/Event
- Conference Name:
- Summer Research Institute on Stochastic Analysis (1993 : Cornell University), issuing body.
- Summer Research Institute on Stochastic Analysis
- Series:
- Proceedings of symposia in pure mathematics ; volume 57.
- Proceedings of symposia in pure mathematics, 0082-0717 ; volume 57
- Language:
- English
- Subjects (All):
- Stochastic analysis--Congresses.
- Stochastic analysis.
- Physical Description:
- 1 online resource (634 p.)
- Place of Publication:
- Providence, Rhode Island : American Mathematical Society, [1995]
- Language Note:
- English
- Summary:
- This book deals with current developments in stochastic analysis and its interfaces with partial differential equations, dynamical systems, mathematical physics, differential geometry, and infinite-dimensional analysis. The origins of stochastic analysis can be found in Norbert Wiener's construction of Brownian motion and Kiyosi Itô's subsequent development of stochastic integration and the closely related theory of stochastic (ordinary) differential equations. The papers in this volume indicate the great strides that have been made in recent years, exhibiting the tremendous power and diversity of stochastic analysis while giving a clear indication of the unsolved problems and possible future directions for development. The collection represents the proceedings of the AMS Summer Institute on Stochastic Analysis, held in July 1993 at Cornell University. Many of the papers are largely expository in character while containing new results.
- Contents:
- ""Contents""; ""Preface""; ""PART I: Problems in Analysis""; ""An improvement of the Osserman constant for the bass note of adrum""; ""Heat content asymptotics for some open sets with a fractal boundary""; ""On self- attracting random walks""; ""Positivity default for martingales and harmonic functions""; ""Optimal switching between two Brownian motions""; ""Nonnegative solutions for semilinear elliptic equations with boundaryconditions � a probabilistic approach ""; ""Simulated annealing and fastest cooling rates for some 1-dim spin glass models""
- ""The central limit theorem for geodesic flows on noncompact manifoldsof constant negative curvature""""A renewal theorem for the distance in negative curvature""; ""A bootstrap proof of the limit theorem for linear""; ""Diffusion processes on a Lipschitz Riemannian manifold and theirapplications""; ""PART III: Infinite-Dimensional Problems""; ""On path properties of super- 2 processes. II""; ""Towards calculus and geometry on path spaces""; ""Branching with a single point catalyst""; ""The Brownian path- valued process and its connections with partialdifferential equations""
- ""Inverse powers of white noise """"Statistical mechanics of nonlinear wave equations""; ""Markov properties for solutions of stochastic differential equations""; ""A quasihomeomorphism on the Wiener space""; ""Absolute continuity on the Wiener space and some applications""; ""Invariant Gibbsian measures of the Klein- Gordon equation""; ""PART IV: Stochastic PDE/Stochastic Flows ""; ""Dirichlet form methods for uniqueness of martingale problems and applications""; ""Anticipative problems in the theory of random dynamical systems""
- ""Stability index for nonlinear stochastic differential equations""
- Notes:
- Description based upon print version of record.
- Includes bibliographical references.
- Description based on print version record.
- ISBN:
- 0-8218-9359-9
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