Recent Developments in Stochastic Analysis and Related Topics : Proceedings of the First Sino-German Conference on Stochastic Analysis (A Satellite Conference of ICM 2002), Beijing, China 29 August-3 September 2002

by Sino-german Conference on Stochastic Ana; Albeverio, Sergio; Ma, Zhi-Ming; Rockner, Michael; International Congress of Mathematicians

• ISBN13: 9789812561046
• ISBN10: 9812561048
• Format: Hardcover
• Copyright: 2005-01-01
• Publisher: WORLD SCIENTIFIC PUB CO INC

Summary

This volume contains 27 refereed research articles and survey papers written by experts in the field of stochastic analysis and related topics. Most contributors are well known leading mathematicians world wide and prominent young scientists. The volume reflects a review of the recent developments in stochastic analysis and related topics. It puts in evidence the strong interconnection of stochastic analysis with other areas of mathematics, as well as with applications of mathematics in natural and social economic sciences. The volume also provides some possible future directions for the field.

Table of Contents

Preface	vii
List of participants	xi
Precise Gaussian estimates of heat kernels on asymptotically flat Riemannian manifolds with poles	1	(19)
Shigeki Aida
Equivalence of bipartite quantum mixed states under local unitary transformations	20	(11)
Sergio Albeverio, Shao-Ming Fei and Xiao-Hong Wang
Invariant Gibbs measures for the 2D vortex motion of fluids	31	(14)
Sergio Albeverio and Benedetta Ferrario
Limit laws for sums of random exponentials	45	(21)
Gérard Ben Arous, Leonid Bogachev and Stanislav Molchanov
Thin-Film-Growth-Models: On local solutions	66	(12)
Dirk Blömker and Gugg Christoph
Asymptotic behaviour of solutions to the 2D stochastic Navier-Stokes equations in unbounded domains - new developments	78	(34)
Brzezniak Zdzistaw and Yu-Hong Li
Stochastic models of economic optimization	112	(13)
Mu-Fa Chen
A note on the Green function estimates for symmetric stable processes	125	(11)
Zhen-Qing Chen and Ren-Ming Song
Ornstein-Uhlenbeck semigroups on Riemannian path spaces	136	(15)
Ana Bela Cruzeiro and Xi-Cheng Zhang
Essential spectrum on Riemannian manifolds	151	(15)
K.D. Elworthy and Feng-Yu Wang
Lévy process on real Lie algebras	166	(16)
Uwe Franz
Zeros of eigenfunctions of the generator of a gap diffusion	182	(17)
Uta Freiberg and Jörg-Uwe Löbus
Wick rotation for holomorphic random fields	199	(21)
Hanno Gottschalk
White noise approach to interacting quantum field theory	220	(14)
Zhi-Yuan Huang and Guang-Lin Rang
Generalized Hormander theorem for non-local operators	234	(12)
T. Komatsu and A. Takeuchi
Stochastic mollifier and Nash inequality	246	(11)
Remi Léandre
Precise estimations related to large deviations	257	(14)
Song Liang
Central limit theorems for generalized set-valued random variables	271	(18)
S. Li, Y. Ogura, F.N. Proske and M.L. Puri
Littlewood-Paley-Stein inequalities and Riesz transforms on complete Riemannian manifolds	289	(20)
Xiang-Dong Li
The ground state in Nelson's model with or without infrared cutoff	309	(21)
József Lorinczi
Optimal filtering of stochastic parabolic equations	330	(24)
S.V. Lototsky
A new example of interacting free Fock space	354	(16)
Y.G. Lu and S. Ruggeri
Stochastic holonomy	370	(14)
Itaru Mitoma
On the stochastic transport equation of convolution type	384	(15)
Habib Ouerdiane and José Luis Silva
Forward growth rates: connecting the HJM and the BS models	399	(21)
Alex Stefan Popovici
Independence and product systems	420	(19)
Michael Skeide
Brownian motion close to submanifolds of Riemannian manifolds	439
N. Sidorova, O.G. Smolyanov, H.V. Weizsäcker, O. Wittich