1.

Record Nr.

UNINA9910254286703321

Titolo

Stochastic analysis and related topics : a Festschrift in honor of Rodrigo Bañuelos / / edited by Fabrice Baudoin, Jonathon Peterson

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Birkhäuser, , 2017

ISBN

3-319-59671-3

Edizione

[1st ed. 2017.]

Descrizione fisica

1 online resource (VII, 221 p.)

Collana

Progress in Probability, , 1050-6977 ; ; 72

Disciplina

519.2

Soggetti

Probabilities

Partial differential equations

Probability Theory and Stochastic Processes

Partial Differential Equations

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references at the end of each chapters.

Nota di contenuto

Preface -- Positive-homogeneous operators, heat kernel estimates and the Legendre-Fenchel transform -- Strong stability of heat Kernels of non-symmetric stable-like operators -- Multiplicative functional for the heat equation on manifolds with boundary -- Connections between the Dirichlet and the Neumann problem for continuous and integrable boundary data -- Decomposition and limit theorems for a class of self-similar Gaussian processes -- On a priori estimates for rough PDES -- Lévy systems and moment formulas for mixed Poisson integrals -- Conformal transforms and Doob's h-processes on Heisenberg Groups -- On the Macroscopic Fractal Geometry of Some Random Sets -- Critical behavior of mean-field XY and related models.

Sommario/riassunto

The articles in this collection are a sampling of some of the research presented during the conference “Stochastic Analysis and Related Topics”, held in May of 2015 at Purdue University in honor of the 60th birthday of Rodrigo Bañuelos. A wide variety of topics in probability theory is covered in these proceedings, including heat kernel estimates, Malliavin calculus, rough paths differential equations, Lévy processes, Brownian motion on manifolds, and spin glasses, among other topics.