Infinite Dimensional Stochastic Analysis : In Honor of Hui-Hsiung Kuo

by Sengupta, Ambar N.; Sundar, P.

• ISBN13: 9789812779540
• ISBN10: 981277954X
• Format: Hardcover
• Copyright: 2008-02-25
• Publisher: Textstream

Summary

"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."--BOOK JACKET.

Table of Contents

Preface	p. v
Complex White Noise and the Infinite Dimensional Unitary Group	p. 1
Complex Ito Formulas	p. 13
White Noise Analysis: Background and a Recent Application	p. 24
Probability Measures with Sub-Additive Principal Szego-Jacobi Parameters	p. 42
Donsker's Functional Calculus and Related Questions	p. 53
Stochastic Analysis of Tidal Dynamics Equation	p. 90
Adapted Solutions to the Backward Stochastic Navier-Stokes Equations in 3D	p. 114
Spaces of Test and Generalized Functions of Arcsine White Noise Formulas	p. 135
An Infinite Dimensional Fourier-Mehler Transform and the Levy Laplacian	p. 149
The Heat Operator in Infinite Dimensions	p. 161
Quantum Stochastic Dilation of Symmetric Covariant Completely Positive Semigroups with Unbounded Generator	p. 175
White Noise Analysis in the Theory of Three-Manifold Quantum Invariants	p. 201
A New Explicit Formula for the Solution of the Black-Merton-Scholes Equation	p. 226
Volatility Models of the Yield Curve	p. 236
Author Index	p. 245
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