Stochastic Analysis and Related Topics VII
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11

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Published By Birkhäuser Boston

9781461266389, 9781461201571

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Variational Calculus for a Lévy Process Based on a Lie Group

Stochastic Analysis and Related Topics VII ◽

10.1007/978-1-4612-0157-1_9 ◽

2001 ◽

pp. 207-223

Author(s):

N. Privault

Keyword(s):

Lie Group ◽

Lévy Process ◽

Variational Calculus ◽

Levy Process

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The Complex Brownian Motion as a Weak Limit of Processes Constructed from a Poisson Process

Stochastic Analysis and Related Topics VII ◽

10.1007/978-1-4612-0157-1_5 ◽

2001 ◽

pp. 149-158 ◽

Cited By ~ 6

Author(s):

X. Bardina

Keyword(s):

Brownian Motion ◽

Poisson Process ◽

Weak Limit

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Hausdorff-Gauss Measures

Stochastic Analysis and Related Topics VII ◽

10.1007/978-1-4612-0157-1_2 ◽

2001 ◽

pp. 59-76 ◽

Cited By ~ 1

Author(s):

D. Feyel

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Heat Kernel Analysis on Lie Groups

Stochastic Analysis and Related Topics VII ◽

10.1007/978-1-4612-0157-1_1 ◽

2001 ◽

pp. 1-58 ◽

Cited By ~ 1

Author(s):

L. Gross

Keyword(s):

Heat Kernel ◽

Lie Groups ◽

Kernel Analysis ◽

Heat Kernel Analysis

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Density Estimate in Small Time for Jump Processes with Singular Lévy Measures

Stochastic Analysis and Related Topics VII ◽

10.1007/978-1-4612-0157-1_8 ◽

2001 ◽

pp. 199-206

Author(s):

Y. Ishikawa

Keyword(s):

Small Time ◽

Density Estimate ◽

Jump Processes ◽

Lévy Measures

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Stokes and Itô’s Formulae for Anticipative Processes in Two Dimensions with Non-Monotonous Time

Stochastic Analysis and Related Topics VII ◽

10.1007/978-1-4612-0157-1_4 ◽

2001 ◽

pp. 125-147

Author(s):

S. Amine

Keyword(s):

Two Dimensions

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A Skohorod-Stratonovitch Integral for the Fractional Brownian Motion

Stochastic Analysis and Related Topics VII ◽

10.1007/978-1-4612-0157-1_7 ◽

2001 ◽

pp. 177-198

Author(s):

L. Decreusefond

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion

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Damped Logarithmic Sobolev Inequality on the Wiener Space

Stochastic Analysis and Related Topics VII ◽

10.1007/978-1-4612-0157-1_11 ◽

2001 ◽

pp. 245-249 ◽

Cited By ~ 1

Author(s):

A. S. Üstünel

Keyword(s):

Sobolev Inequality ◽

Logarithmic Sobolev Inequality ◽

Wiener Space

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Sharp Laplace Asymptotics for a Hyperbolic SPDE

Stochastic Analysis and Related Topics VII ◽

10.1007/978-1-4612-0157-1_10 ◽

2001 ◽

pp. 225-244

Author(s):

C. Rovira ◽

S. Tindel

Keyword(s):

Laplace Asymptotics

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Short Time Asymptotics of a Certain Infinite Dimensional Diffusion Process

Stochastic Analysis and Related Topics VII ◽

10.1007/978-1-4612-0157-1_3 ◽

2001 ◽

pp. 77-124 ◽

Cited By ~ 12

Author(s):

Shigeki Aida ◽

Hiroshi Kawabi

Keyword(s):

Diffusion Process ◽

Infinite Dimensional ◽

Short Time Asymptotics ◽

Dimensional Diffusion ◽

Time Asymptotics ◽

Short Time

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