Title | Stochastic Analysis and Related Topics VIII [electronic resource] : Silivri Workshop in Gazimagusa (North Cyprus), September 2000 / edited by Uluฤ{159} ร{135}apar, Ali Sรผleyman ร{156}stรผnel |
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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 |

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

Mathematics
Dynamics
Ergodic theory
Functional analysis
Game theory
Calculus of variations
Probabilities
Physics
Mathematics
Probability Theory and Stochastic Processes
Dynamical Systems and Ergodic Theory
Functional Analysis
Game Theory Economics Social and Behav. Sciences
Calculus of Variations and Optimal Control; Optimization
Mathematical Methods in Physics