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Record Nr. |
UNINA9910788664103321 |
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Titolo |
Finite and infinite dimensional analysis in honor of Leonard Gross : AMS Special Session, Analysis on Infinite Dimensional Spaces, January 12-13, 2001, New Orleans, Louisiana / / Hui-Hsiung Kuo, Ambar N. Sengupta, editors |
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Pubbl/distr/stampa |
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Providence, Rhode Island : , : American Mathematical Society, , [2003] |
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©2003 |
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ISBN |
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0-8218-7907-3 |
0-8218-5653-7 |
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Descrizione fisica |
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1 online resource (242 p.) |
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Collana |
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Contemporary mathematics, , 0271-4132 ; ; 317 |
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Disciplina |
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Soggetti |
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Functional analysis |
Dimensional analysis |
Nonlinear functional analysis |
Function spaces |
Quantum theory |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Contents -- Preface -- Speakers -- Ph.D. students of L. Gross -- Meixner classes and the square of white noise -- Strong Feller properties for distorted Brownian motion and applications to finite particle systems with singular interactions -- 1. Introduction -- 2. An elliptic regularity result and its consequences -- 3. Construction of the semigroup and resolvent of kernels -- 4. Construction of the associated diffusion process -- 5. Solution to the stochastic equation -- 6. Applications to stochastic dynamics -- Acknowledgement -- References -- Market price of risk and random field driven models of term structure: A space-time change of measure look -- Gaussian and Poisson white noises with related characterization theorems -- Analysis of Wiener measure on path and loop groups -- Stochastic differential equations on noncommutative L2 -- 1. Introduction -- 2. Noncommutative Lp spaces -- 3. Preliminary remarks -- 4. Stochastic differential equations -- 5. Kolmogorov's backward equation -- |
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