LEADER 05405nam 22007215 450 001 9910437868803321 005 20200701203203.0 010 $a1-299-33662-0 010 $a1-4614-5906-0 024 7 $a10.1007/978-1-4614-5906-4 035 $a(CKB)2670000000336361 035 $a(EBL)1082032 035 $a(OCoLC)828794651 035 $a(SSID)ssj0000879240 035 $a(PQKBManifestationID)11475052 035 $a(PQKBTitleCode)TC0000879240 035 $a(PQKBWorkID)10851180 035 $a(PQKB)11350676 035 $a(DE-He213)978-1-4614-5906-4 035 $a(MiAaPQ)EBC1082032 035 $a(PPN)16830421X 035 $a(EXLCZ)992670000000336361 100 $a20130217d2013 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMalliavin Calculus and Stochastic Analysis $eA Festschrift in Honor of David Nualart /$fedited by Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart  205 $a1st ed. 2013. 210 1$aNew York, NY :$cSpringer US :$cImprint: Springer,$d2013. 215 $a1 online resource (579 p.) 225 1 $aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v34 300 $aDescription based upon print version of record. 311 $a1-4899-9657-5 311 $a1-4614-5905-2 327 $aAn 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. 330 $aThe stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume. 410 0$aSpringer Proceedings in Mathematics & Statistics,$x2194-1009 ;$v34 606 $aProbabilities 606 $aEconomics, Mathematical  606 $aApplied mathematics 606 $aEngineering mathematics 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aApplications of Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/M13003 615 0$aProbabilities. 615 0$aEconomics, Mathematical . 615 0$aApplied mathematics. 615 0$aEngineering mathematics. 615 14$aProbability Theory and Stochastic Processes. 615 24$aQuantitative Finance. 615 24$aApplications of Mathematics. 676 $a519.2 676 $a519.22 702 $aViens$b Frederi$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aFeng$b Jin$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aHu$b Yaozhong$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aNualart $b Eulalia$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a9910437868803321 996 $aMalliavin Calculus and Stochastic Analysis$92506816 997 $aUNINA