Title | Proceedings of the International Conference on Stochastic Analysis and Applications [electronic resource] : Hammamet, 2001 / edited by Sergio Albeverio, Anne Boutet de Monvel, Habib Ouerdiane |
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Imprint | Dordrecht : Springer Netherlands : Imprint: Springer, 2004 |
Connect to | http://dx.doi.org/10.1007/978-1-4020-2468-9 |
Descript | X, 350 p. online resource |
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 Lรฉvy 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 -- Itรด formula for generalized functionals of brownian bridge -- Fock space operator valued martingale convergence -- Stochastic integration for compensated Poisson measures and the Lรฉvy-Itรด 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