Malliavin Calculus and Stochastic Analysis (Record no. 95534)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04537nam a22005295i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-1-4614-5906-4 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20140220082822.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 130217s2013 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781461459064 |
| -- | 978-1-4614-5906-4 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/978-1-4614-5906-4 |
| Source of number or code | doi |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA273.A1-274.9 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Viens, Frederi. |
| Relator term | editor. |
| 245 10 - TITLE STATEMENT | |
| Title | Malliavin Calculus and Stochastic Analysis |
| Medium | [electronic resource] : |
| Remainder of title | A Festschrift in Honor of David Nualart / |
| Statement of responsibility, etc | edited by Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart . |
| 264 #1 - | |
| -- | Boston, MA : |
| -- | Springer US : |
| -- | Imprint: Springer, |
| -- | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XI, 583 p. 13 illus. |
| Other physical details | online resource. |
| 336 ## - | |
| -- | text |
| -- | txt |
| -- | rdacontent |
| 337 ## - | |
| -- | computer |
| -- | c |
| -- | rdamedia |
| 338 ## - | |
| -- | online resource |
| -- | cr |
| -- | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Springer Proceedings in Mathematics & Statistics, |
| International Standard Serial Number | 2194-1009 ; |
| Volume number/sequential designation | 34 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | An Application of Gaussian Measures to Functional Analysis -- Stochastic Taylor Formulas and Riemannian Geometry -- Local invertibility of adapted shifts on Wiener Space and related topics -- Dilation vector field on Wiener space -- The calculus of differentials for the weak Stratonovich integral -- Large deviations for Hilbert space valued Wiener processes: a sequence space approach -- Stationary distributions for jump processes with inert drift -- An Ornstein-Uhlenbeck type process which satisfies sufficient conditions for a simulation based filtering procedure -- Escape probability for stochastic dynamical systems with jumps -- On Stochastic Navier-Stokes Equation Driven by Stationary White Noise -- Intermittency and chaos for a non-linear stochastic wave equation in dimension 1 -- Generalized stochastic heat equations -- Gaussian Upper Density estimates for spatially homogeneous Stochastic PDEs -- Stationarity of the solution for the semilinear stochastic integral equation on the whole real line -- A strong approximation of sub-fractional Brownian motion by means of transport processes -- Malliavin calculus for fractional heat equation -- Parameter estimation for alpha-fractional bridges -- Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motion -- Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations -- The effect of competition on the height and length of the forest of genealogical trees of a large population -- Linking progressive and initial filtration expansions -- A Malliavin calculus approach to general stochastic differential games with partial information -- Asymptotics for the Length of Longest Increasing Subsequences of Binary Markovian Words -- A short rate model using ambit processes -- Parametric regularity of the conditional expectations via the Malliavin calculus and applications. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Distribution (Probability theory). |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Quantitative Finance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Applications of Mathematics. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Feng, Jin. |
| Relator term | editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Hu, Yaozhong. |
| Relator term | editor. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Nualart , Eulalia. |
| Relator term | editor. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9781461459057 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Springer Proceedings in Mathematics & Statistics, |
| -- | 2194-1009 ; |
| Volume number/sequential designation | 34 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://dx.doi.org/10.1007/978-1-4614-5906-4 |
| 912 ## - | |
| -- | ZDB-2-SMA |
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