Stochastic Analysis and Applications (Record no. 425471)
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| fixed length control field | 06018nam a22006615i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
| International Standard Book Number | 9783540708476 |
| -- | 978-3-540-70847-6 |
| 024 7# - | |
| -- | 10.1007/978-3-540-70847-6 |
| -- | doi |
| 040 ## - | |
| -- | ISI Library, Kolkata |
| 050 #4 - | |
| -- | QA273.A1-274.9 |
| 050 #4 - | |
| -- | QA274-274.9 |
| 072 #7 - | |
| -- | PBT |
| -- | bicssc |
| 072 #7 - | |
| -- | MAT029000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | PBT |
| -- | thema |
| 072 #7 - | |
| -- | PBWL |
| -- | thema |
| 082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 23 |
| 245 10 - TITLE STATEMENT | |
| Title | Stochastic Analysis and Applications |
| Medium | [electronic resource] : |
| Remainder of title | The Abel Symposium 2005 / |
| Statement of responsibility, etc | edited by Fred Espen Benth, Giulia Di Nunno, Tom Lindstrøm, Bernt Øksendal, Tusheng Zhang. |
| 942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
| Koha item type | E-BOOKS |
| 246 3# - | |
| -- | Proceedings of the Second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Itô |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | Berlin, Heidelberg : |
| Name of producer, publisher, distributor, manufacturer | Springer Berlin Heidelberg, |
| Date of production, publication, distribution, manufacture | 2007. |
| 300 ## - | |
| -- | XI, 678 p. |
| -- | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - | |
| -- | Abel Symposia, |
| -- | 2193-2808 ; |
| -- | 2 |
| 505 0# - | |
| -- | Memoirs of My Research on Stochastic Analysis -- Itô Calculus and Quantum White Noise Calculus -- Homogenization of Diffusions on the Lattice Zd with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincaré Inequality -- Theory and Applications of Infinite Dimensional Oscillatory Integrals -- Ambit Processes; with Applications to Turbulence and Tumour Growth -- A Stochastic Control Approach to a Robust Utility Maximization Problem -- Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions -- Hedging with Options in Models with Jumps -- Power Variation Analysis of Some Integral Long-Memory Processes -- Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise -- Stochastic Integrals and Adjoint Derivatives -- An Application of Probability to Nonlinear Analysis -- The Space of Stochastic Differential Equations -- Extremes of supOU Processes -- Gaussian Bridges -- Some of the Recent Topics on Stochastic Analysis -- Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2 -- On Asymptotics of Banach Space-valued Itô Functionals of Brownian Rough Paths -- Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios -- Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion -- Different Lattice Approximations for Hôegh-Krohn's Quantum Field Model -- Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras -- The Invariant Distribution of a Diffusion: Some New Aspects -- Formation of Singularities in Madelung Fluid: A Nonconventional Application of Itô Calculus to Foundations of Quantum Mechanics -- G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type -- Perpetual Integral Functionals of Diffusions and their Numerical Computations -- Chaos Expansions and Malliavin Calculus for Lévy Processes -- Study of Simple but Challenging Diffusion Equation -- Itô Calculus and Malliavin Calculus -- The Malliavin Calculus for Processes with Conditionally Independent Increments. |
| 520 ## - | |
| -- | Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineering, biology, economics and finance. The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing field of stochastic analysis. The present volume combines both papers from the invited speakers and contributions by the presenting lecturers. A special feature is the Memoirs that Kiyoshi Ito wrote for this occasion. These are valuable pages for both young and established researchers in the field. |
| 650 #0 - | |
| -- | Distribution (Probability theory. |
| 650 #0 - | |
| -- | Mathematics. |
| 650 #0 - | |
| -- | Global analysis (Mathematics). |
| 650 #0 - | |
| -- | Mathematical statistics. |
| 650 #0 - | |
| -- | Finance. |
| 650 14 - | |
| -- | Probability Theory and Stochastic Processes. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 24 - | |
| -- | Applications of Mathematics. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13003 |
| 650 24 - | |
| -- | Real Functions. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M12171 |
| 650 24 - | |
| -- | Analysis. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M12007 |
| 650 24 - | |
| -- | Statistical Theory and Methods. |
| -- | http://scigraph.springernature.com/things/product-market-codes/S11001 |
| 650 24 - | |
| -- | Quantitative Finance. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M13062 |
| 700 1# - | |
| -- | Benth, Fred Espen. |
| -- | editor. |
| -- | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 700 1# - | |
| -- | Nunno, Giulia Di. |
| -- | editor. |
| -- | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 700 1# - | |
| -- | Lindstrøm, Tom. |
| -- | editor. |
| -- | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 700 1# - | |
| -- | Øksendal, Bernt. |
| -- | editor. |
| -- | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 700 1# - | |
| -- | Zhang, Tusheng. |
| -- | editor. |
| -- | edt |
| -- | http://id.loc.gov/vocabulary/relators/edt |
| 710 2# - | |
| -- | SpringerLink (Online service) |
| 773 0# - | |
| -- | Springer eBooks |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783642089824 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783540835363 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783540708469 |
| 830 #0 - | |
| -- | Abel Symposia, |
| -- | 2193-2808 ; |
| -- | 2 |
| 856 40 - | |
| -- | https://doi.org/10.1007/978-3-540-70847-6 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 950 ## - | |
| -- | Mathematics and Statistics (Springer-11649) |
No items available.
