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Malliavin Calculus and Stochastic Analysis

Malliavin Calculus and Stochastic Analysis


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About the Book

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.


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Product Details
  • ISBN-13: 9781461459057
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Depth: 38
  • Height: 234 mm
  • No of Pages: 583
  • Series Title: Springer Proceedings in Mathematics & Statistics
  • Sub Title: A Festschrift in Honor of David Nualart
  • Width: 156 mm
  • ISBN-10: 1461459052
  • Publisher Date: 16 Feb 2013
  • Binding: Hardback
  • Edition: 2013 ed.
  • Language: English
  • Returnable: N
  • Spine Width: 33 mm
  • Weight: 1056 gr


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