Research Catalog
Recent development in stochastic dynamics and stochastic analysis
- Title
- Recent development in stochastic dynamics and stochastic analysis / editors, Jinqiao Duan, Shunlong Luo, Caishi Wang.
- Publication
- Singapore ; Hackensack, N.J. : World Scientific, ©2010.
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| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
Not available - Please for assistance. | Text | Use in library | QA274.2 .R433 2010 | Off-site |
Details
- Additional Authors
- Description
- xvi, 291 pages : illustrations, portrait; 26 cm.
- Series Statement
- Interdisciplinary mathematical sciences ; vol. 8
- Uniform Title
- Interdisciplinary mathematical sciences ; vol. 8.
- Subject
- Genre/Form
- Aufsatzsammlung.
- Bibliography (note)
- Includes bibliographical references.
- Contents
- Hyperbolic equations with random boundary conditions / Zdzisław Brzeźniak and Szymon Peszat -- Decoherent information of quantum operations / Xuelian Cao, Nan Li and Shunlong Luo -- Stabilization of evolution equations by noise / Tomás Caraballo and Peter E. Kloeden -- Stochastic quantifications of missing mechanisms in dynamical systems / Baohua Chen and Jinqiao Duan -- Banach space-valued functionals of white noise / Yin Chen and Caishi Wang -- Hurst index estimation for self-similar processes with long-memory / Alexandra Chronopoulou and Frederi G. Viens -- Modeling colored noise by fractional Brownian motion / Jinqiao Duan, Chujin Li and Xiangjun Wang -- A sufficient condition for non-explosion for a class of stochastic partial differential equations / Hongbo Fu, Daomin Cao and Jinqiao Duan -- The influence of transaction costs on optimal control for an insurance company with a new value function / Lin He, Zongxia Liang and Fei Xing -- Limit theorems for p-variations of solutions of SDEs driven by additive stable Lévy noise and model selection for paleo-climatic data / Claudia Hein, Peter Imkeller and Ilya Pavlyukevich -- Class II semi-subgroups of the infinite dimensional rotation group and associated lie algebra / Takeyuki Hida and Si Si -- Stopping Weyl processes / Robin L. Hudson -- Karhunen-Loéve expansion for stochastic convolution of cylindrical fractional Brownian motions / Zongxia Liang -- Stein's method meets Malliavin calculus : a short survey with new estimates / Ivan Nourdin and Giovanni Peccati -- On stochastic integrals with respect to an infinite number of Poisson point process and its applications / Guanglin Rang, Qing Li and Sheng You -- Lévy white noise, elliptic SPDEs and Euclidean random fields / Jiang-Lun Wu -- A short presentation of Choquet integral / Jia-An Yan.
- ISBN
- 9789814277259
- 9814277258
- LCCN
- 2010294130
- 99938111832
- OCLC
- ocn558103250
- 558103250
- SCSB-9184824
- Owning Institutions
- Princeton University Library