عنوان

Proceedings of the International Conference on Stochastic Analysis and Applications, Hammamet, 2001

1402024681

9048166616

9781402024689

9789048166619

b592057

Proceedings of the International Conference on Stochastic Analysis and Applications, Hammamet, 2001

[Book]

edited by Sergio Albeverio, Anne Boutet de Monvel, and Habib Ouerdiane.

Dordrecht ; Boston

Kluwer Academic Publishers

©2004.

(ix, 349 pages .) : illustrations

Mathematical aspects of decoherence induced classicality in quantum systems.- Hankel operators on Segal-Bargmann spaces.- Malliavin calculus and real Bott periodicity.- Heat equation associated with Levy laplacian.- Zeta-regularized traces versus the Wodzicki residue as tools in quantum field theory and infinite dimensional geometry.- Quantum stochastic calculus applied to path spaces over Lie groups.- Martingale approximation for self-intersection local time of brownian motion.- Ito formula for generalized functionals of brownian bridge.- Fock space operator valued martingale convergence.- Stochastic integration for compensated Poisson measures and the Levy-Ito formula.- Exponential ergodicity of classical and quantum Markov birth and death semigroups.- Asymptotic flux across hypersurfaces for diffusion processes.- Reflected backward stochastic differential equation with superlinear growth.- Semidynamical systems with the same order relation.- Infinite-dimensional Lagrange problem and application to stochastic processes.- On portfolio separation in the Merton problem with bankruptcy or default.- Square of white noise unitary evolutions on boson Fock space.- Numerical solution of Wick stochastic differential equations.

Stochastic analysis -- Congresses.

Stochastic analysis.

edited by Sergio Albeverio, Anne Boutet de Monvel, and Habib Ouerdiane.

Anne Boutet de Monvel-Berthier

Habib Ouerdiane

Sergio Albeverio

[Book]

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