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Stochastic analysis and applications : the Abel Symposium 2005, proceedings of the second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Itô

ed. Fred Espen Benth ...[et al.]. -- Springer, 2007. -- (Abel symposia / edited by the Norwegian Mathematical Society ; 2). <BB00170868>
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標題および責任表示 Stochastic analysis and applications : the Abel Symposium 2005, proceedings of the second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Itô / ed. Fred Espen Benth ...[et al.]
出版・頒布事項 Berlin : Springer , c2007
形態事項 xi, 678 p. ; 24 cm
巻号情報
ISBN 3540708464
書誌構造リンク Abel symposia / edited by the Norwegian Mathematical Society <BB00164227> 2//a
内容著作注記 Memoirs of my research on stochastic analysis / Kiyosi Itô
内容著作注記 Itô calculus and quantum white noise calculus / Luigi Accardi, Andreas Boukas
内容著作注記 Homogenization of diffusions on the lattice Z[d] with periodic drift coeffcients, applying a logarithmic sobolev inequality or a weak poincaré inequality / Sergio Albeverio, M. Simonetta Bernabei, Michael -Röckner, Minoru W. Yoshida
内容著作注記 Theory and applications of infinite dimensional oscillatory integrals / Sergio Albeverio, Sonia Mazzucchi
内容著作注記 Ambit processes; with applications to turbulence and tumour grouwth / Ole E. Barndorff-Nielsen, Jürgen Schmiegel
内容著作注記 A stochastic control approach to a robust utility maximization problem / Giuliana Boradigoni, Anis Matoussi, Martin Schweizer
内容著作注記 Extending Markov processes in weak duality bu poisson point processes of excursions / Zhen-Qing Chen, Masatoshi Fukushima, Jiangang Ying
内容著作注記 Hedging with options in models with jumps / Rama Cont, Peter Tankov, Ekaterina Voltchkova
内容著作注記 Power variation analysis of some integral long-memory processes / José Manuel Corcuera
内容著作注記 Kolmogorov equations for stochastic PDE's with multiplicative noise / Giuseppe Da Prato
内容著作注記 Stochastic integrals and adjoint derivatives / Giulia Di Nunno, Yuri A. Rozanov
内容著作注記 An application of probability to nonlinear analysis / Eugene B. Dynkin
内容著作注記 The space of stochastic differential equations / K. David Elworthty
内容著作注記 Extremes of supOU processes / Vicky Fasen, Claudia Klüppelberg
内容著作注記 Gaussian bridges / Dario Gasborra, Tommi Sottinen, Esko Valkeila
内容著作注記 Some of the recent topics on stochastic analysis / Takeyuki Hida
内容著作注記 Differential equations driven by hölder continuous functions of order greater than 1/2 / Yaozhong Hu, David Nualart
内容著作注記 On asymptotics of banach space-valued Itô Functionals of brownian rough paths / Yuzuru Inahama, Hiroshi Kawabi
内容著作注記 Continuous- time markowitz's problems in an incomplete market, with no-shorting portfolios / Hanqing Jin, Xun Yu Zhou
内容著作注記 Quantum and classical conserved quantities : martingales, conservation laws and constants of motion / Torbjørn Kolsrud
内容著作注記 Different lattice approximations for Hôegh-krohn's quantum field model / Song Liang
内容著作注記 Itô atlas, its application to mathematical finance and to exponentiation of infinite dimensional lie algebras / Paul Malliavin
内容著作注記 The invariant distribution of a diffusion : some new aspects / Henry P. McKean
内容著作注記 Formation of singularities in madelung fluid : a nonconventional application of Itô calculus to foundations of quantum mechanics / Laura M. Morato
内容著作注記 G-Expectation, G-Brownian motion and related stochastic calculus of Itô type / Shige Peng
内容著作注記 Perpetual integral functionals of diffusions and their numerical computations / Paavo Salminen, Olli Wallin
内容著作注記 Chaos expansions and malliavin calculus for Lévy processes / Josep Lluis Solé, Frederic Utzet, Josep Vives
内容著作注記 Study of simple but challenging diffusion equation / Daniel W. Stroock
内容著作注記 Itô calculus and malliavin calculus / Shinzo Watanabe
内容著作注記 The malliavin calculus for processes with conditionally independent increments / Aleh L. Yablonski
注記 Other editors: Giulia Di Nunno, Tom Lindstrøm, Bernt Øksendal, Tusheng Zhang
注記 Includes bibliographical references
学情ID BA82024900
本文言語コード 英語
著者標目リンク Benth, Fred Espen <>
著者標目リンク Di Nunno, Giulia <>
著者標目リンク Lindstrøm, Tom, 1954- <AU00016042>
著者標目リンク Øksendal, Bernt <>
著者標目リンク Zhang, Tusheng <>
件名標目等 伊藤, 清(1915-)||イトウ, キヨシ