Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart

By Frederi Viens

Book Overview

An Application of Gaussian Measures to Functional Analysis.- Stochastic Taylor Formulas and Riemannian Geometry.- Local invertibility of adapted shifts on Wiener Space and related topics.- Dilation vector field on Wiener space.- The calculus of differentials for the weak Stratonovich integral.- Large deviations for Hilbert space valued Wiener processes: a sequence space approach.- Stationary distributions for jump processes with inert drift.- An Ornstein-Uhlenbeck type process which satisfies sufficient conditions for a simulation based filtering procedure.- Escape probability for stochastic dynamical systems with jumps.- On Stochastic Navier-Stokes Equation Driven by Stationary White Noise.- Intermittency and chaos for a non-linear stochastic wave equation in dimension 1.- Generalized stochastic heat equations.- Gaussian Upper Density estimates for spatially homogeneous Stochastic PDEs.- Stationarity of the solution for the semilinear stochastic integral equation on the whole real line.- A strong approximation of sub-fractional Brownian motion by means of transport processes.- Malliavin calculus for fractional heat equation.- Parameter estimation for alpha-fractional bridges.- Gradient bounds for solutions of stochastic differential equations driven by fractional Brownian motion.- Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations.- The effect of competition on the height and length of the forest of genealogical trees of a large population.- Linking progressive and initial filtration expansions.- A Malliavin calculus approach to general stochastic differential games with partial information.- Asymptotics for the Length of Longest Increasing Subsequences of Binary Markovian Words.- A short rate model using ambit processes.- Parametric regularity of the conditional expectations via the Malliavin calculus and applications.

• Format: Paperback
• Language: English
• ISBN: 1489996575
• ISBN13: 9781489996572
• Release Date: March 2015
• Publisher: Springer
• Length: 583 Pages
• Weight: 1.81 lbs.
• Dimensions: 1.2" x 6.1" x 9.2"