عنوان

Stochastics in finite and infinite dimensions :

(Number (ISBN

1461201675

(Number (ISBN

1461266432

(Number (ISBN

9781461201670

(Number (ISBN

9781461266433

Number

b539485

Title Proper

Stochastics in finite and infinite dimensions :

General Material Designation

[Book]

Other Title Information

in honor of Gopinath Kallianpur

First Statement of Responsibility

Takeyuki Hida [and others], editors.

Place of Publication, Distribution, etc.

New York

Name of Publisher, Distributor, etc.

Springer Science

Date of Publication, Distribution, etc.

2001

Specific Material Designation and Extent of Item

(xxxvi, 410 pages :) : illustrations.

Series Title

Trends in mathematics

Text of Note

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 Ito Equations.- The Domain of a Generator and the Intertwining Property.

Dimensions.

Stochastic processes.

Class number

Book number

Takeyuki Hida [and others], editors.

G Kallianpur

Takeyuki Hida

Electronic name

[Book]

Y