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Title Malliavin calculus and stochastic analysis : a festschrift in honor of David Nualart / Frederi Viens [and others], editors.
Imprint New York : Springer, 2013.

LOCATION CALL # STATUS MESSAGE
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Series Springer proceedings in mathematics & statistics, 2194-1009 ; v. 34
Springer proceedings in mathematics & statistics ; v. 34.
Subject Stochastic analysis.
Alt Name Viens, Frederi G., 1969-
LOCATION CALL # STATUS MESSAGE
 OHIOLINK SPRINGER EBOOKS    ONLINE  
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Series Springer proceedings in mathematics & statistics, 2194-1009 ; v. 34
Springer proceedings in mathematics & statistics ; v. 34.
Subject Stochastic analysis.
Alt Name Viens, Frederi G., 1969-
Description 1 online resource.
Contents Malliavin Calculus and Wiener Space Theory -- An Application of Gaussian Measures to Functional Analysis / Daniel W. Stroock -- Stochastic Taylor Formulas and Riemannian Geometry / Mark A. Pinsky -- Local Invertibility of Adapted Shifts on Wiener Space and Related Topics / Remi Lassalle, A.S. Ustunel -- Dilation Vector Field on Wiener Space / Helene Airault -- The Calculus of Differentials for the Weak Stratonovich Integral / Jason Swanson -- Stochastic Differential Equations -- Large Deviations for Hilbert-Space-Valued Wiener Processes: A Sequence Space Approach / Andreas Andresen, Peter Imkeller, Nicolas Perkowski -- Stationary Distributions for Jump Processes with Inert Drift / K. Burdzy, T. Kulczycki, R.L. Schilling -- An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure / Arturo Kohatsu-Higa, Kazuhiro Yasuda -- Escape Probability for Stochastic Dynamical Systems with Jumps / Huijie Qiao, Xingye Kan, Jinqiao Duan.
Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes with Discrete Observations / Yaozhong Hu, Jian Song -- Applications of Stochastic Analysis -- The Effect of Competition on the Height and Length of the Forest of Genealogical Trees of a Large Population / Mamadou Ba, Etienne Pardoux -- Linking Progressive and Initial Filtration Expansions / Younes Kchia, Martin Larsson, Philip Protter -- A Malliavin Calculus Approach to General Stochastic Differential Games with Partial Information / An Ta Thi Kieu, Bernt ksendal, Yeliz Yolcu Okur -- Asymptotics for the Length of the Longest Increasing Subsequence of a Binary Markov Random Word / Christian Houdre, Trevis J. Litherland -- A Short Rate Model Using Ambit Processes / Jose Manuel Corcuera, Gergely Farkas, Wim Schoutens, Esko Valkeila -- Parametric Regularity of the Conditional Expectations via the Malliavin Calculus and Applications / A.S. Ustunel.
Stochastic Partial Differential Equations -- On the Stochastic Navier-Stokes Equation Driven by Stationary White Noise / Chia Ying Lee, Boris Rozovskii -- Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1 / Daniel Conus, Mathew Joseph, Davar Khoshnevisan, Shang-Yuan Shiu -- Generalized Stochastic Heat Equations / David Marquez-Carreras -- Gaussian Upper Density Estimates for Spatially Homogeneous SPDEs / Lluis Quer-Sardanyons -- Stationarity of the Solution for the Semilinear Stochastic Integral Equation on the Whole Real Line / Bijan Z. Zangeneh -- Fractional Brownian Models -- A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes / Johanna Garzon, Luis G. Gorostiza, Jorge A. Leon -- Malliavin Calculus for Fractional Heat Equation / Aurelien Deya, Samy Tindel -- Parameter Estimation for α-Fractional Bridges / Khalifa Es-Sebaiy, Ivan Nourdin -- Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions / Fabrice Baudoin, Cheng Ouyang.
Summary The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.
Bibliography Note Includes bibliographical references.
Access License restrictions may limit access.
ISBN 9781461459064 (electronic bk.)
1461459060 (electronic bk.)
1461459052
9781461459057
9781461459057
ISBN/ISSN 10.1007/978-1-4614-5906-4
OCLC # 828626511
Additional Format Print version: Viens, Frederi. Malliavin Calculus and Stochastic Analysis : A Festschrift in Honor of David Nualart. Dordrecht : Springer, 2012 9781461459057