4 edition of **Stochastic analysis on infinite dimensional spaces** found in the catalog.

- 119 Want to read
- 29 Currently reading

Published
**1994** by Longman Scientific & Technical, Wiley in Essex, England, New York .

Written in English

- Stochastic analysis.,
- Function spaces.

**Edition Notes**

Statement | Hiroshi Kunita and Hui-Hsiung Kuo. |

Series | Pitman research notes in mathematics series,, 310 |

Contributions | Kuo, Hui-Hsiung, 1941- |

Classifications | |
---|---|

LC Classifications | QA274.2 .K85 1994 |

The Physical Object | |

Pagination | 324 p. ; |

Number of Pages | 324 |

ID Numbers | |

Open Library | OL1086323M |

ISBN 10 | 0582244900 |

LC Control Number | 94010257 |

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The stochastic calculus of variation initiated by P. Malliavin is a kind of infinite dimensional differential analysis on the Wiener space. Since N. Wiener constructed in a mathematical model The book discusses the following topics in stochastic analysis: 1.

Stochastic analysis related to Lie groups: stochastic analysis of loop spaces and infinite dimensional manifolds has been developed rapidly after the fundamental works of Gross and Malliavin.

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Stochastic analysis on infinite dimensional spaces: proceedings of the U.S.-Japan bilateral seminar, JanuaryBaton Rouge, Louisiana. [H Kunita; Hui-Hsiung Kuo] Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure.

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Included is a discussion of Schwartz spaces of distributions in relation to probability theory and infinite dimensional stochastic analysis, as well as the random variables and stochastic processes that take values in infinite dimensional :// Stochastic Analysis of Tidal Dynamics Equation (U Manna et al.) Adapted Solutions to the Backward Stochastic Navier–Stokes Equations in 3D (P Sundar & H Yin) Spaces of Test and Generalized Functions of Arcsine White Noise Formulas (A Barhoumi et al.) An Infinite Dimensional Fourier-Mehler Transform and the Lévy Laplacian (K Saito & K Sakabe) We studied the spectral property of OU operators on infinite dimensional spaces.

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These are a generalization of stochastic differential equations as introduced by Itô and Gikham that occur, for instance, when describing random phenomena that crop up in science and engineering, as well CHAPTER 6: ENTROPY, SDE-LDP AND FENCHEL-LEGENDRE-ORLICZ CLASSES.

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