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" Stochastics in finite and infinite dimensions : "
Takeyuki Hida [and others], editors.
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BL
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| Record Number
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719792
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| Doc. No
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b539485
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| Main Entry
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Takeyuki Hida [and others], editors.
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| Title & Author
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Stochastics in finite and infinite dimensions : : in honor of Gopinath Kallianpur\ Takeyuki Hida [and others], editors.
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| Publication Statement
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New York: Springer Science, 2001
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| Series Statement
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Trends in mathematics
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| Page. NO
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(xxxvi, 410 pages :) : illustrations.
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| ISBN
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1461201675
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: 1461266432
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: 9781461201670
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: 9781461266433
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| Contents
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Precise Gaussian Lower Bounds on Heat Kernels.- Feynman Integrals Associated with Albeverio-Hoegh-Krohn and Laplace Transform Potentials.- Random Iteration of I.I.D. Quadratic Maps.- Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering.- A Covariant Quantum Stochastic Dilation Theory.- Interacting Particle Filtering with Discrete-Time Observations: Asymptotic Behaviour in the Gaussian Case.- Hidden Markov Chain Filtering for Generalised Bessel Processes.- On the Zakai Equation of Filtering with Gaussian Noise.- Prediction and Translation of Fractional Brownian Motions.- Time Maps in the Study of Feynman's Operational Calculus via Wiener and Feynman Path Integrals.- Two Applications of Reproducing Kernel Hilbert Spaces in Stochastic Analysis.- Stochastic Linear Controlled Systems with Quadratic Cost Revisited.- Numerical Solutions for a Class of SPDEs with Application to Filtering.- Nonlinear Diffusion Approximations of Queuing Networks.- On Equations of Stochastic Fluid Mechanics.- Infinite Level Asymptotics of a Perturbative Chern-Simons Integral.- Risk-Sensitive Dynamic Asset Management with Partial Information.- Existence of a Strong Solution for an Integro-Differential Equation and Superposition of Diffusion Processes.- On the Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses.- Large Deviations for Double Ito Equations.- The Domain of a Generator and the Intertwining Property.
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| Subject
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Dimensions.
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| Subject
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Stochastic processes.
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| LC Classification
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QA274.T354 2001
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| Added Entry
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G Kallianpur
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Takeyuki Hida
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