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
|
|
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
|