Infinite Dimensional Stochastic Analysis: In Honor of Hui-Hsiung Kuo (QP-PQ: Quantum Probability & White Noise Analysis S.)

Infinite Dimensional Stochastic Analysis: In Honor of Hui-Hsiung Kuo (QP-PQ: Quantum Probability & White Noise Analysis S.)

By: Pushpa Sundar (editor), Ambar N. Sengupta (editor)Hardback

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Description

This volume contains current work at the frontiers of research in infinite dimensional stochastic analysis. It presents a carefully chosen collection of articles by experts to highlight the latest developments in white noise theory, infinite dimensional transforms, quantum probability, stochastic partial differential equations, and applications to mathematical finance. Included in this volume are expository papers which will help increase communication between researchers working in these areas. The tools and techniques presented here will be of great value to research mathematicians, graduate students and applied mathematicians.

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Contents

Complex White Noise and Infinite Dimensional Unitary Group (T Hida); A New Explicit Formula for the Solution of the Black-Merton-Scholes Equation (J A Goldstein et al.); An Infinite Dimensional Fourier-Mehler Transform and the Levy Laplacian (K Saito); Quantum Stochastic Dilation of Symmetric Covariant Completely Positive Semigroups with Unbounded Generator (D Goswami & K B Sinha); Donsker's Functional Calculus and Related Questions (P-L Chow & J Potthoff); Stochastic Analysis of Tidal Dynamics Equation (U Manna et al.); Spaces of Test and Generalized Functions of Arcsine White Noise (A Riahi & H Ouerdiane); Probability Measures with Sub-additive Principal Szego-Jacobi Parameters (A I Stan); Adapted Solutions to the 3D Backward Stochastic Navier-Stokes Equations (P Sundar & H Yin); White Noise Analysis in the Theory of 3-manifold Quantum Invariants (A Hahn); Complex Ito Formulas (M Redfern); Volatility Models of the Yield Curve (V Goodman).

Product Details

  • publication date: 26/02/2008
  • ISBN13: 9789812779540
  • Format: Hardback
  • Number Of Pages: 256
  • ID: 9789812779540
  • weight: 499
  • ISBN10: 981277954X

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