Details

Autor(en) / Beteiligte

• Hida, Takeyuki[Herausgeber]
• Karandikar, Rajeeva L[Herausgeber]
• Kunita, Hiroshi[Herausgeber]
• Rajput, Balram S[Herausgeber]
• Watanabe, Shinzo[Herausgeber]
• Xiong, Jie[Herausgeber]

Titel

Stochastics in Finite and Infinite Dimensions : In Honor of Gopinath Kallianpur [electronic resource]

Auflage

1st ed. 2001

Ort / Verlag

Boston, MA : Birkhäuser Boston

Erscheinungsjahr

2001

Link zum Volltext

• SpringerLink Books - AutoHoldings

Beschreibungen/Notizen

• Bibliographic Level Mode of Issuance: Monograph
• Includes bibliographical references.
• Precise Gaussian Lower Bounds on Heat Kernels -- Feynman Integrals Associated with Albeverio—Hoegh-Krohn and Laplace Transform Potentials -- Random Iteration of I.I.D. Quadratic Maps -- Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering -- A Covariant Quantum Stochastic Dilation Theory -- Interacting Particle Filtering with Discrete-Time Observations: Asymptotic Behaviour in the Gaussian Case -- Hidden Markov Chain Filtering for Generalised Bessel Processes -- On the Zakai Equation of Filtering with Gaussian Noise -- Prediction and Translation of Fractional Brownian Motions -- Time Maps in the Study of Feynman’s Operational Calculus via Wiener and Feynman Path Integrals -- Two Applications of Reproducing Kernel Hilbert Spaces in Stochastic Analysis -- Stochastic Linear Controlled Systems with Quadratic Cost Revisited -- Numerical Solutions for a Class of SPDEs with Application to Filtering -- Nonlinear Diffusion Approximations of Queuing Networks -- On Equations of Stochastic Fluid Mechanics -- Infinite Level Asymptotics of a Perturbative Chern-Simons Integral -- Risk-Sensitive Dynamic Asset Management with Partial Information -- Existence of a Strong Solution for an Integro-Differential Equation and Superposition of Diffusion Processes -- On the Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses -- Large Deviations for Double Itô Equations -- The Domain of a Generator and the Intertwining Property.
• English