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Malliavin calculus and stochastic analysis : a festschrift in honor of David Nualart / / edited by Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart
| Malliavin calculus and stochastic analysis : a festschrift in honor of David Nualart / / edited by Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart |
| Autore | Viens Frederi |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | New York, : Springer, 2013 |
| Descrizione fisica | 1 online resource (579 p.) |
| Disciplina |
519.2
519.22 |
| Altri autori (Persone) |
FengJin
HuYaozhong NualartEulalia |
| Collana | Springer proceedings in mathematics & statistics |
| Soggetto topico |
Malliavin calculus
Stochastic analysis |
| ISBN |
1-299-33662-0
1-4614-5906-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | An 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. |
| Record Nr. | UNINA-9910437868803321 |
Viens Frederi
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| New York, : Springer, 2013 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equations
| Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equations |
| Autore | Chen Le |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Providence : , : American Mathematical Society, , 2021 |
| Descrizione fisica | 1 online resource (114 pages) |
| Disciplina | 519.2/2 |
| Altri autori (Persone) |
HuYaozhong
NualartDavid |
| Collana | Memoirs of the American Mathematical Society |
| Soggetto topico |
Heat equation
Stochastic partial differential equations Nonlinear difference equations Malliavin calculus Probability theory and stochastic processes -- Stochastic analysis -- Stochastic partial differential equations Probability theory and stochastic processes -- Stochastic processes -- Random fields Partial differential equations -- Miscellaneous topics -- Partial differential equations with randomness, stochastic partial differential equations |
| ISBN |
9781470468095
1470468093 |
| Classificazione | 60H1560G6035R60 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover -- Title page -- Chapter 1. Introduction -- Acknowledgements -- Chapter 2. Preliminaries and Notation -- 2.1. Fundamental Solutions -- 2.2. Some Moment Bounds and Related Functions -- 2.3. Malliavin Calculus -- Chapter 3. Nonnegative Moments: Proof of Theorem 1.5 -- Chapter 4. Proof of Lemma 1.6 -- Chapter 5. Malliavin Derivatives of the Solution -- Chapter 6. Existence and Smoothness of Density at a Single Point -- 6.1. A Sufficient Condition -- 6.2. Proof of Theorem 1.1 -- Chapter 7. Smoothness of Joint Density at Multiple Points -- 7.1. Proof of Theorem 1.2 -- 7.2. Proof of Theorem 1.3 -- Chapter 8. Strict Positivity of Density -- 8.1. Two Criteria for Strict Positivity of Densities -- 8.2. Proof of Theorem 1.4 -- 8.3. Technical Propositions -- Appendix A. Appendix -- A.1. Some Miscellaneous Results -- A.2. A General Framework from Hu et al -- Bibliography -- Bibliography -- Back Cover. |
| Record Nr. | UNINA-9910956325903321 |
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Chen Le
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| Providence : , : American Mathematical Society, , 2021 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||