Stochastic Analysis and Related Topics : A Festschrift in Honor of Rodrigo Bañuelos / edited by Fabrice Baudoin, Jonathon Peterson.

Format:

Book

Contributor:

Baudoin, Fabrice, Editor.

Peterson, Jonathon, Editor.

Series:

Progress in Probability, 2297-0428 ; 72

Language:

English

Subjects (All):

Probabilities.

Differential equations.

Probability Theory.

Differential Equations.

Local Subjects:

Probability Theory.

Differential Equations.

Physical Description:

1 online resource (VII, 221 p.)

Edition:

1st ed. 2017.

Place of Publication:

Cham : Springer International Publishing : Imprint: Birkhäuser, 2017.

Summary:

The articles in this collection are a sampling of some of the research presented during the conference “Stochastic Analysis and Related Topics”, held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Bañuelos. A wide variety of topics in probability theory is covered in these proceedings, including heat kernel estimates, Malliavin calculus, rough paths differential equations, Lévy processes, Brownian motion on manifolds, and spin glasses, among other topics.

Contents:

Preface

Positive-homogeneous operators, heat kernel estimates and the Legendre-Fenchel transform

Strong stability of heat Kernels of non-symmetric stable-like operators

Multiplicative functional for the heat equation on manifolds with boundary

Connections between the Dirichlet and the Neumann problem for continuous and integrable boundary data

Decomposition and limit theorems for a class of self-similar Gaussian processes

On a priori estimates for rough PDES

Lévy systems and moment formulas for mixed Poisson integrals

Conformal transforms and Doob's h-processes on Heisenberg Groups

On the Macroscopic Fractal Geometry of Some Random Sets

Critical behavior of mean-field XY and related models.

Notes:

Includes bibliographical references at the end of each chapters.

ISBN:

3-319-59671-3