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