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Stochastics in Finite and Infinite Dimensions

In Honor of Gopinath Kallianpur
BuchGebunden
411 Seiten
Englisch
Springererschienen am23.10.2000
This volume, dedicated to Gopinath Kallianpur on the occasion of his 75th birthday, pays tribute to his achievements in the areas of probability and statistics, including stochastic finance.mehr
Verfügbare Formate
BuchGebunden
EUR111,50
BuchKartoniert, Paperback
EUR106,99
E-BookPDF1 - PDF WatermarkE-Book
EUR96,29

Produkt

KlappentextThis volume, dedicated to Gopinath Kallianpur on the occasion of his 75th birthday, pays tribute to his achievements in the areas of probability and statistics, including stochastic finance.
Details
ISBN/GTIN978-0-8176-4137-5
ProduktartBuch
EinbandartGebunden
Verlag
Erscheinungsjahr2000
Erscheinungsdatum23.10.2000
ReiheTrends in Mathematics
Seiten411 Seiten
SpracheEnglisch
Gewicht780 g
IllustrationenXXXVI, 411 p.
Artikel-Nr.11970356

Inhalt/Kritik

Inhaltsverzeichnis
Precise Gaussian Lower Bounds on Heat Kernels.- Feynman Integrals Associated with Albeverio-Hoegh-Krohn and Laplace Transform Potentials.- Random Iteration of I.I.D. Quadratic Maps.- Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering.- A Covariant Quantum Stochastic Dilation Theory.- Interacting Particle Filtering with Discrete-Time Observations: Asymptotic Behaviour in the Gaussian Case.- Hidden Markov Chain Filtering for Generalised Bessel Processes.- On the Zakai Equation of Filtering with Gaussian Noise.- Prediction and Translation of Fractional Brownian Motions.- Time Maps in the Study of Feynman´s Operational Calculus via Wiener and Feynman Path Integrals.- Two Applications of Reproducing Kernel Hilbert Spaces in Stochastic Analysis.- Stochastic Linear Controlled Systems with Quadratic Cost Revisited.- Numerical Solutions for a Class of SPDEs with Application to Filtering.- Nonlinear Diffusion Approximations of Queuing Networks.- On Equations of Stochastic Fluid Mechanics.- Infinite Level Asymptotics of a Perturbative Chern-Simons Integral.- Risk-Sensitive Dynamic Asset Management with Partial Information.- Existence of a Strong Solution for an Integro-Differential Equation and Superposition of Diffusion Processes.- On the Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses.- Large Deviations for Double Itô Equations.- The Domain of a Generator and the Intertwining Property.mehr

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