TitleStochastic Analysis and Related Topics VIII [electronic resource] : Silivri Workshop in Gazimagusa (North Cyprus), September 2000 / edited by Uluฤ รapar, Ali Sรผleyman รstรผnel
ImprintBasel : Birkhรคuser Basel : Imprint: Birkhรคuser, 2003
Connect tohttp://dx.doi.org/10.1007/978-3-0348-8020-6
Descript VIII, 208 p. online resource

CONTENT

Stochastic Control and Games Under Arbitrarily Dependent Noises -- Stochastic Games with Risk Sensitive Payoffs for N Players -- An Overall View of Stochastics in Colombeau Related Algebras -- On Metrics for Tangent Processes on the Path Space -- Weak Approximation for Semilinear Stochastic Evolution Equations -- Exponential Type Decrease of the Density for Jump Processes with Singular Levy Measures in Small Time -- Controllability and Observability of Linear Stochastic Systems in Hilbert Spaces -- Exact Computation of Spectral Densities for a Langevin Dynamic Modelling the Relaxation of a Protein near its Equilibrium -- Quasi-invariance for Lรฉvy Processes under Anticipating Shifts -- Gaussian Measure of the Intersection of Two Absolutely Convex Sets


SUBJECT

  1. Mathematics
  2. Dynamics
  3. Ergodic theory
  4. Functional analysis
  5. Game theory
  6. Calculus of variations
  7. Probabilities
  8. Physics
  9. Mathematics
  10. Probability Theory and Stochastic Processes
  11. Dynamical Systems and Ergodic Theory
  12. Functional Analysis
  13. Game Theory
  14. Economics
  15. Social and Behav. Sciences
  16. Calculus of Variations and Optimal Control; Optimization
  17. Mathematical Methods in Physics