1.

Record Nr.

UNINA9910825812803321

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

Pubbl/distr/stampa

Providence, Rhode Island : , : American Mathematical Society, , [2003]

©2003

ISBN

0-8218-7907-3

0-8218-5653-7

Descrizione fisica

1 online resource (242 p.)

Collana

Contemporary mathematics, , 0271-4132 ; ; 317

Disciplina

515/.7

Soggetti

Functional analysis

Dimensional analysis

Nonlinear functional analysis

Function spaces

Quantum theory

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

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 --  



References --  The Segal-Bargmann transform and the Gross ergodicity theorem --  Sharp bounds for the heat kernel on certain symmetric spaces of non-compact type --  Laplacians in white noise analysis --  On Dirichlet spaces over convex sets in infinite dimensions --  Information capacity of quantum channels --  The Riesz representation theorem on infinite dimensional spaces --  Asymptotic behavior in heat kernel analysis on manifolds --  Complex stochastic calculus --  Recent results and open problems in Segal-Bargmann analysis --  A new Heisenberg inequality for white noise analysis.