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Stochastic Analysis and Related Topics VII Proceedings of the Seventh Silivri Workshop

One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard Gr...

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Bibliographic Details
Other Authors: Decreusefond, Laurent (Editor), Oksendal, Bernt (Editor), Üstünel, Ali S. (Editor)
Format: eBook
Language:English
Published: Boston, MA Birkhäuser 2001, 2001
Edition:1st ed. 2001
Series:Progress in Probability
Subjects:
Measure Theory
Topological Groups And Lie Groups
Lie Groups
Topological Groups
Probability Theory
Applications Of Mathematics
Measure And Integration
Mathematics
Probabilities
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • Heat Kernel Analysis on Lie Groups
  • Hausdorff-Gauss Measures
  • Short Time Asymptotics of a Certain Infinite Dimensional Diffusion Process
  • Stokes and Itô’s Formulae for Anticipative Processes in Two Dimensions with Non-Monotonous Time
  • The Complex Brownian Motion as a Weak Limit of Processes Constructed from a Poisson Process
  • Large Deviation of Diffusion Processes with Discontinuous Drift
  • A Skohorod-Stratonovitch Integral for the Fractional Brownian Motion
  • Density Estimate in Small Time for Jump Processes with Singular Lévy Measures
  • Variational Calculus for a Lévy Process Based on a Lie Group
  • Sharp Laplace Asymptotics for a Hyperbolic SPDE
  • Damped Logarithmic Sobolev Inequality on the Wiener Space

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