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" Proceedings of the International Conference on Stochastic Analysis and Applications, Hammamet, 2001 "
edited by Sergio Albeverio, Anne Boutet de Monvel, and Habib Ouerdiane.
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BL
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| Record Number
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772064
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b592057
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| Main Entry
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edited by Sergio Albeverio, Anne Boutet de Monvel, and Habib Ouerdiane.
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| Title & Author
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Proceedings of the International Conference on Stochastic Analysis and Applications, Hammamet, 2001\ edited by Sergio Albeverio, Anne Boutet de Monvel, and Habib Ouerdiane.
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| Publication Statement
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Dordrecht ; Boston : Kluwer Academic Publishers, ©2004.
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(ix, 349 pages .) : illustrations
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| ISBN
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1402024681
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: 9048166616
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: 9781402024689
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: 9789048166619
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| Contents
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Mathematical aspects of decoherence induced classicality in quantum systems.- Hankel operators on Segal-Bargmann spaces.- Malliavin calculus and real Bott periodicity.- Heat equation associated with Levy laplacian.- Zeta-regularized traces versus the Wodzicki residue as tools in quantum field theory and infinite dimensional geometry.- Quantum stochastic calculus applied to path spaces over Lie groups.- Martingale approximation for self-intersection local time of brownian motion.- Ito formula for generalized functionals of brownian bridge.- Fock space operator valued martingale convergence.- Stochastic integration for compensated Poisson measures and the Levy-Ito formula.- Exponential ergodicity of classical and quantum Markov birth and death semigroups.- Asymptotic flux across hypersurfaces for diffusion processes.- Reflected backward stochastic differential equation with superlinear growth.- Semidynamical systems with the same order relation.- Infinite-dimensional Lagrange problem and application to stochastic processes.- On portfolio separation in the Merton problem with bankruptcy or default.- Square of white noise unitary evolutions on boson Fock space.- Numerical solution of Wick stochastic differential equations.
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Stochastic analysis -- Congresses.
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Stochastic analysis.
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| LC Classification
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QA274.2E358 2004
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| Added Entry
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Anne Boutet de Monvel-Berthier
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Habib Ouerdiane
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Sergio Albeverio
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