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- 要約等...of probability theory and functional ana......iavin calculus and infinite-dimen......t, it exploits the framework of nonstandard analysis, w......e-dimensional. The result is an i......iavin calculus and nonstandard analysis. The main aspects of stochastic analysis and Malliavin calc......tein-Uhlenbeck processes both with values in abstract Wiener spaces, Lévy processes, multiple stochastic integrals, chaos decomp......mula, Skorohod integral processes and Girsanov transformations. The careful exposi......n, which is neither too abstract nor too theoretical, makes...... interested in the techniques"--
- 内容細目...es; 3. Fourier and Laplace transf......s; 4. Abstract Wiener-Fréchet spaces......in calculus on the space of real ......ed models of mathematics; 8. Extension of the real numbers; ......y; 10. Measure and integration on......an motion; 12. The Itô integral for infinite-d......; 13. Multiple integrals; 14. Infinite......tein-Uhlenbeck processes; 15. Lindstrøm......struction of standard Lévy processes from discrete ones; 16. Stochastic integration for Lévy processes; 17. Chaos dec......n motion); 18. The Malliavin derivative; 19. The Skorohod integral; 20. The interplay between derivative and integral; 21. Skorohod integr...
- 件名Malliavin calculus. Lévy processes. Brownian motion processes. MATHEMATICS / Probability & Statist...
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国立国会図書館
- 内容細目Representation formulae for the fractional Bro......aye Coulibaly, and Anton Thalmaier A stochastic calculus proof of the CLT for the L2 modulus of ......ro-one law for the norm process of transient random walk / Ayako Matsumoto and Kouji Yano On standardness and I-cosiness / S......ie Cylindrical Wiener processes / Markus Riedle A remark on the 1/H-variation of the fractional Bro......gence at first and second order o......roximations of stochastic integrals / Blandine Bérard Bergery and Pierre Vallois....../ Gilles Pagès and Afef Sellami A......totic Cramér's theorem and analysis of Wiener space / Cipria......dor Moments of the Gaussian chaos / Joseph Lehec...
- タイトル標目Lecture notes in mathematics (Springer-Verlag) ; 200...
- 著者標目Séminaire de probabilités (43rd) Donati-Martin, Catherine. Lejay, Antoine. Rouault,...
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国立国会図書館
- 内容細目... Markov Chains and Dynamical Sour......déric Paccaut and Nicolas Pouyan......of Generalized Stochastic Exponentials / Aleksandar Mijatović, Nika Novak and Mikhail Urusov......sses of Proper Integrals and Generalized Or......tein-Uhlenbeck Processes / Andreas Basse-O'Co......Erik Graversen and Jan Pedersen M...... for Diffusion Processes and Backward Stochastic Differential E...... Zhongmin Qian and Jiangang Ying ....../ Markus Mocha and Nicholas Westray The Derivative of the Intersection L......Motion Through Wiener Chaos / Greg Markowsky On the Occupation Tim......ian Excursions and Brownian Loops......istribution of the Free Unitary Brownian Motion:...
- 一般注記Papers presented at the 44th Séminaire de probabilit...
- タイトル標目Lecture notes in mathematics (Springer-Verlag) ; 204...
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国立国会図書館
- 目次・記事...1 Helene AIRAULT||Paul MALLIAVIN ......measures for a stochastic porous medium ......RTHY||Yves LE JAN||Xue-Mei LI Mon......mpere equation and the Ito calculus/ ......unction spaces and symmetric Markov processes/ 75 Masatoshi ......UKUSHIMA Gauge theorems for Stiel...... Takeyuki HIDA Integral representation......ector lattices and its applicatio......V functions on Wiener space/ 121 Mas......roximation of random variables by stochastic integrals/ 141 Chunli H......TZAS Quadratic Wiener functionals, K......-Bucy filters, and the KdV equation/ ......7 Nobuyuki IKEDA||Setsuo TANIGUCH......les with jumps and applications to mathematical ...
- 内容細目...Hiroshi Kunita Stochastic Newton equatio......tion with full and partial inform......quivalence for the Ornstein-Uhlen......nger operators and differntiability of spectral ...
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全国の図書館
- 件名Stochastic processes Wiener integrals
- 件名（識別子）Stochastic processes Wiener integrals
- 関連情報Monographs and textbooks in pure and applied mathematics
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