Stochastic Analysis and Related Topics in Kyoto: in Honour of Kiyosi Ito |
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| Author:
| Ito, Kiyosi
Kunita, H.
Watanabe, Shinzo
Takahashi, Y. |
| Contribution by:
| Nihon Sugakkai Staff, |
| Series title: | Advanced Studies in Pure Mathematics Ser. |
| ISBN: | 978-4-931469-26-6 |
| Publication Date: | Feb 2004 |
| Publisher: | American Mathematical Society
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| Book Format: | Hardback |
| List Price: | USD $104.00USD $104.00 |
Book Description:
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This volume is a collection of research and survey papers written by invited lecturers at the RIMS international symposium on stochastic analysis and related topics in celebration of Professor Kiyosi Itt's eighty-eighth birthday. Leading stochastic analysts, including his colleagues and former students, attended the symposium and contributed articles to this collection. Readers will find here many new and exciting developments. The symposium consisted of four sections, which are...
More DescriptionThis volume is a collection of research and survey papers written by invited lecturers at the RIMS international symposium on stochastic analysis and related topics in celebration of Professor Kiyosi Itt's eighty-eighth birthday. Leading stochastic analysts, including his colleagues and former students, attended the symposium and contributed articles to this collection. Readers will find here many new and exciting developments. The symposium consisted of four sections, which are represented in this volume: Markov Processes, Mathematical Finance, Malliavin Calculus, and a special session on Perspectives in Stochastic Analysis. Topics covered include quadratic Wiener functionals, representation of martingales, infinite dimensional hypoelliptic semi-group, Orlicz norm equivalence, noises associated with Harris flows, Itt's construction procedure, Stieltjes exponential, stochastic Newton equation, cubic Schrvodinger equations, stochastic porous media equation, homogenization on fractals, risk-sensitive portfolio optimization, least square approximation, and more. The book is suitable for graduate students and research mathematicians interested in probability theory and mathematical finance.