Stochastic Analysis and Related Topics VIII
Subtitle: Silivri Workshop in Gazimagusa (North Cyprus), September 2000
By: edited by Uluğ Çapar, Ali Süleyman Üstünel
Contributors: Ustunel, A. S. (Ali Süleyman)
Series: Progress in Probability -- 53; Progress in probability -- 53.
Publisher: Birkhäuser Basel; Imprint; Birkhäuser
Published: 2003
Place of publication: Basel
Language: eng
Format: [electronic resource] :
Number of pages: 205
ISBN-13: 9783034880206
Subjects: Mathematical physics; Differentiable dynamical systems; Functional analysis; Mathematics; Distribution (Probability theory); Mathematical optimization
Description: Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more. This volume contains selected contributions which were presented at the 8th Silivri Workshop on Stochastic Analysis and Related Topics, held in September 2000 in Gazimagusa, North Cyprus. The topics include stochastic control theory, generalized functions in a nonlinear setting, tangent spaces of manifold-valued paths with quasi-invariant measures, and applications in game theory, theoretical biology and theoretical physics. Contributors: A.E. Bashirov, A. Bensoussan and J. Frehse, U. Capar and H. Aktuglul, A.B. Cruzeiro and Kai-Nan Xiang, E. Hausenblas, Y. Ishikawa, N. Mahmudov, P. Malliavin and U. Taneri, N. Privault, A.S. Üstünel