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Recent Developments In Stochastic Analysis And Related Topics - Proceedings Of The First Sino-german Conf On Stochastic Analysis (a Satellite Conference Of Icm 2002) : Proceedings of the First Sino-German Conference on Stochastic Analysis (A Satellite Conference of ICM 2002), Beijing, China 29 August-3 September 2002.
Title:
Recent Developments In Stochastic Analysis And Related Topics - Proceedings Of The First Sino-german Conf On Stochastic Analysis (a Satellite Conference Of Icm 2002) : Proceedings of the First Sino-German Conference on Stochastic Analysis (A Satellite Conference of ICM 2002), Beijing, China 29 August-3 September 2002.
Author:
Albeverio, Sergio.
ISBN:
9789812702241
Personal Author:
Physical Description:
1 online resource (471 pages)
Contents:
Content -- Preface -- List of participants -- Precise Gaussian estimates of heat kernels on asymptotically flat Riemannian manifolds with poles Shigeki Aida -- 1. Introduction -- 2. Elworthy and Truman's formula and estimates on heat kernels -- 3. Rotationally symmetric case -- References -- Equivalence of bipartite quantum mixed states under local unitary transformations Sergio Albeverio, Shao-Ming Fei and Xiao-Hong Wang -- Abstract -- References -- Invariant Gibbs measures for the 2D vortex motion of fluids Sergio Albeverio and Benedetta Ferrario -- Abstract -- 1. Introduction -- 2. Gibbs measures of compound Poisson type -- 3. Deterministic dynamics of vortices -- 4. Classical pre-Dirichlet forms given by the Gibbs measures -- Acknowledgments -- References -- Limit laws for sums of random exponentials Gerard Ben Arous, Leonid Bogachev and Stanislav Molchanov -- Abstract -- 1. Introduction -- 2. Regularity and Kasahara's Tauberian theorem -- 3. 'Crude' limit theorems above the critical points -- 4. Normalized regular variation -- 5. Limit theorems below the critical points -- 6. Model example: Weibull's distribution -- 7. Sketch of the proofs -- 8. Limit distribution of the maximum -- Acknowledgments -- References -- Thin-Film-Growth-Models: On local solutions Dirk Blomker and Gugg Christoph -- Abstract -- 1. Introduction -- 2. Assumptions -- 3. Global solutions -- 4. Local existence in H1 -- 5. Local existence in W1,4 -- References -- Asymptotic behaviour of solutions to the 2D stochastic Navier- Stokes equations in unbounded domains - new developments Brzniak Zdzistaw and Yu-Hong La -- Abstract -- 1. Introduction -- 2. Preliminaries on RDS's -- 3. RDS generated by SNSEs -- 4. Random absorbing set for RDS generated by NSEs -- 5. Weak sequential continuity of RDS generated by NSEs -- 6. Asymptotic compactness of the RDS generated by the NSEs.

7. Invariant measures -- Acknowledgments. -- References -- Stochastic models of economic optimization Mu-Fa Chen -- Abstract -- 1. Input-output method -- 2. L. K. Hua's fundamental theorem -- Stability of economy -- Economy in markets -- 3. Stochastic model without consumption -- 4. Stochastic model with consumption -- 5. Proof of Theorem 3.1 -- Acknowledgment. -- References -- A note on the Green function estimates for symmetric stable processes Zhen-Qing Chen and Ren-Ming Song -- Abstract -- References -- Ornstein-Uhlenbeck semigroups on Riemannian path spaces Ana Bela Cruzeiro and Xi-Cheng Zhang -- 1. Introduction -- 2. The Riemannian path space -- 3. Finite dimensional approximations -- 4. Strong convergence results -- 5. The lifted semigroup -- Acknowledgement: -- References -- Essential spectrum on Riemannian manifolds K. D. Elworthy and Feng-Yu Wang -- Abstract -- 1. Introduction -- 2. Proofs -- 3. Extensions -- 4. The essential spectrum on one-forms -- Acknowledgment. -- References -- Levy process on real Lie algebras Uwe Franz -- Abstract -- 1. Introduction -- 2. Levy processes on real Lie algebras -- 3. Examples -- 3.1. The Heisenberg- Weyl algebra and the oscillator algebra -- 3.2. The Lie algebra sl (2,R) -- 4. KMS states -- References -- Zeros of eigenfunctions of the generator of a gap diffusion Uta Freiberg and Jorg-Uwe Lobus -- Abstract -- 1. Introduction -- 2. Preliminaries -- 2.1. Definition of the operator -- 3. Spectral asymptotics in the self-similar case -- 3.1. Self-similar sets and self-similar measures -- 3.2. Spectral asymptotics -- 4. Zeros of eigenfunctions -- 4.1. Number of zeros -- 4.2. The asymptotic distribution of the zeros in the self-similar case -- References -- Wick rotation for holomorphic random fields Hanno Gottschalk -- Abstract -- 1. Introduction -- 1.1. Motivation -- 1.2. Outline -- 2. Preparations.

2.1. Random point measures -- 2.2. Holomorphic functions -- 3. Ferromagneticity and TD limit -- 3.1. A general strategy -- 3.2. Weakly attractive interaction -- 4. Connection with field theory -- 4.1. Convoluted random point measures and local interactions -- 4.2. Connections to Widom-Rowlinson and Potts models -- 5. Holomorphic paths and Wick rotation -- 5.1. Pathwise analytic continuation -- 5.2. Analyticity of Schwinger functions and relativistic invariance -- 5.3. Examples -- 5.4. The Wick rotated measure - failure of invariance -- Acknowledgments. -- References -- White noise approach to interacting quantum field theory Zhi- Yuan Huang and Guang-Lin Rang -- Abstract -- 1. Introduction -- 2. General White Noise Approach to Construction of Interacting Quantum Field Theory -- 3. Two Examples -- 3.1. P( )2 Quantum Field -- 3.2. ( )44 Quantum Field -- 3.3. The Dynamical Properties of Interacting Quantum Field -- References -- Generalized Hormander theorem for non-local operators T. Komatsu and A. Takeuchi -- Abstract -- 1. Variation for SDE with jumps -- 2. Formulas of integration by parts -- 3. Estimation for semi-martingales -- 4. Generalized Hijrmander condition -- References -- Stochastic mollifier and Nash inequality Remi Leandre -- 1. Introduction -- 2. The main localizing lemma -- 3. Varadhan estimates without boundedness assumption -- 4. Asymptotic expansion without boundedness assumption -- 5. Non exponential decay without boundedness assumption -- References -- Precise estimations related to large deviations Song Liang -- 1. State of the problems -- 2. o(1) Order estimations for the i.i.d. case -- 3. Asymptotic expansions for the i.i.d. case -- 4. o(1) Order estimations for diffusion processes on toruses -- References -- Central limit theorems for generalized set-valued random variables S. Li, Y. Ogura, F.N. Proske and M. L. Puri.

1. Introduction -- 2. Preliminaries on Generalized Set-Valued Random Variables -- 3. Central Limit Theorems for Generalized Set-Valued Random Variables -- References -- Littlewood-Paley-Stein inequalities and Riesz transforms on complete Riemannian manifolds Xiang-Dong Li -- Abstract -- 1. Introduction -- 2. The basic lemma -- 3. Semigroup domination inequalities -- 4. Littlewood-Paley-Stein inequalities -- 5. An effective sufficient condition -- 6. Manifolds satisfying the Sobolev inequality -- Acknowledgement. -- References -- The ground state in Nelson's model with or without infrared cutoff Jozsef Lorinczi -- Abstract -- 1. Introduction -- 2. Basic processes for particle and field -- 3. The infrared divergent case: d = 3 -- 4. The infrared convergent case: d 4 -- 5. 3D infrared regular representation -- Acknowledgments: -- References -- Optimal filtering of stochastic parabolic equations S. V. Lototsky -- Abstract -- 1. Introduction -- 2. Stochastic Parabolic Equations With Random Coefficients -- 3. Optimal Nonlinear Filtering of Diagonalizable Equations -- 4. Linear Filtering -- References -- A new example of interacting free Fock space Y.G. Lu and S. Ruggeri -- Abstract -- 1. Introduction -- 2. Some preparations -- 3. The distribution of field operator -- References -- Stochastic holonomy Itaru Mitoma -- 1. Introduction -- 2. Definitions and Results -- References -- On the stochastic transport equation of convolution type Habib Ouerdiane and Jose Luis Silva -- Abstract -- 1. Introduction -- 2. Preliminaries -- 2.1. Test and generalized functions spaces -- 2.2. The Convolution Product -- 3. Applications to the stochastic transport equation -- 4. The solution of the transport equation as limit of integrals -- Acknowledgments -- References -- Forward growth rates: connecting the HJM and the BS models Alex Stefan Popovici -- Abstract.

1. Introduction -- 2. A short review of zero coupon bonds, forward interest rates and the HJM framework -- 3. Forward growth rates for the asset value of a company -- 4. HJM-type dynamics of the discounted forward growth rates and the connection to the BS model -- 5. Modelling discounted growth coefficients by Levy processes -- 6. European option prices and comparison with the BS-formula -- 7. Conclusion -- Acknowledgements -- References -- Independence and product systems Michael Skeide -- Abstract -- 1. Independence -- 2. Conditional independence -- 3. Dilations -- References -- Brownian motion close to submanifolds of Riemannian manifolds N . Sidorova, O. G. Smolyanov, H. V. Weizsacker, O. Wattich -- Abstract -- 1. Introduction -- 2. Minkowski Regularity -- 3. Confinement to Submanifolds in Classical and Quantum Mechanics -- 4. Conditional Probability -- 5. Two Limits -- 6. The Effective Potential -- 7. Computing Veff -- References.
Abstract:
This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians worldwide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field. The proceedings have been selected for coverage in:. • Index to Scientific & Technical Proceedings® (ISTP® / ISI Proceedings). • Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). • CC Proceedings — Engineering & Physical Sciences.
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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
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