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Infinite Dimensional Stochastic Analysis: In Honor of Hui-Hsiung Kuo (QP--PQ: Quantum Probability and White Noise Analysis) (Qp-Pq: Quantum Probability and White Noise Analysis) [Hardcover]

By Ambar N. Sengupta (Author) & P Sundar (Author)
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Item description for Infinite Dimensional Stochastic Analysis: In Honor of Hui-Hsiung Kuo (QP--PQ: Quantum Probability and White Noise Analysis) (Qp-Pq: Quantum Probability and White Noise Analysis) by Ambar N. Sengupta & P Sundar...

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.

Contents: Complex White Noise and the Infinite Dimensional Unitary Group (T Hida); Complex It Formulas (M Redfern); White Noise Analysis: Background and a Recent Application (J Becnel & A N Sengupta); Probability Measures with Sub-Additive Principal Szeg Jacobi Parameters (A Stan); Donsker's Functional Calculus and Related Questions (P-L Chow & J Potthoff); Stochastic Analysis of Tidal Dynamics Equation (U Manna et al.); Adapted Solutions to the Backward Stochastic Navier Stokes Equations in 3D (P Sundar & H Yin); Spaces of Test and Generalized Functions of Arcsine White Noise Formulas (A Barhoumi et al.); An Infinite Dimensional Fourier Mehler Transform and the Lvy Laplacian (K Saito & K Sakabe); The Heat Operator in Infinite Dimensions (B C Hall); Quantum Stochastic Dilation of Symmetric Covariant Completely Positive Semigroups with Unbounded Generator (D Goswami & K B Sinha); White Noise Analysis in the Theory of Three-Manifold Quantum Invariants (A Hahn); A New Explicit Formula for the Solution of the Black Merton Scholes Equation (J A Goldstein et al.); Volatility Models of the Yield Curve (V Goodman).



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Item Specifications...


Studio: World Scientific Publishing Company
Pages   256
Est. Packaging Dimensions:   Length: 9" Width: 6.1" Height: 0.9"
Weight:   1.1 lbs.
Binding  Hardcover
Release Date   Feb 25, 2008
Publisher   World Scientific Publishing Company
ISBN  981277954X  
ISBN13  9789812779540  


Availability  0 units.


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Product Categories

1Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > Statistics
2Books > Subjects > Professional & Technical > Professional Science > Physics > Mathematical Physics
3Books > Subjects > Professional & Technical > Professional Science > Physics > Quantum Theory
4Books > Subjects > Science > General
5Books > Subjects > Science > Mathematics > Applied > Probability & Statistics
6Books > Subjects > Science > Mathematics > General
7Books > Subjects > Science > Physics > Mathematical Physics
8Books > Subjects > Science > Physics > Quantum Theory



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