Stochastic Analysis and Related Topics in Kyoto: In Honor of Kiyosi Ito (Advanced Studies in Pure Mathematics) |  | Creators: Kyoto Daigaku Suri Kaiseki Kenkyujo, Hiroshi Kunita, Yoichi Miyaoka
Publisher: Mathematical Soc of Japan
Category: Book
List Price: $104.00
Buy New: $63.44
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Sales Rank: 5331907
Media: Hardcover
Pages: 390
Shipping Weight (lbs): 1.6
Dimensions (in): 9 x 6.2 x 1
ISBN: 4931469264
Dewey Decimal Number: 519.22
EAN: 9784931469266
Publication Date: June 2004
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Product Description
This volume is a collection of research and survey papers written by invited lecturers at the RIMS international symposium on stochastic analysis and related topics in celebration of Professor Kiyosi Ito's eighty-eighth birthday. Leading stochastic analysts, including his colleagues and former students, attended the symposium and contributed articles to this collection. Readers will find here many new and exciting developments. The symposium consisted of four sections, which are represented in this volume: "Markov Processes", "Mathematical Finance", "Malliavin Calculus", and a special session on "Perspectives in Stochastic Analysis". Topics covered include quadratic Wiener functionals, representation of martingales, infinite dimensional hypoelliptic semi-group, Orlicz norm equivalence, noises associated with Harris flows, Ito's construction procedure, Stieltjes exponential, stochastic Newton equation, cubic Schroodinger equations, stochastic porous media equation, homogenization on fractals, risk-sensitive portfolio optimization, least square approximation, and more. The book is suitable for graduate students and research mathematicians interested in probability theory and mathematical finance. Information for our distributors: Published for the Mathematical Society of Japan by Kinokuniya, Tokyo, and distributed worldwide, except in Japan, by the AMS. All commercial channel discounts apply.
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