Stochastic Analysis and Related Topics (eBook)

A Festschrift in Honor of Rodrigo Bañuelos

Fabrice Baudoin, Jonathon Peterson (Herausgeber)

eBook Download: PDF

2017 | 1st ed. 2017
VII, 221 Seiten
Springer International Publishing (Verlag)
978-3-319-59671-6 (ISBN)

Infos

The articles in this collection are a sampling of some of the research presented during the conference 'Stochastic Analysis and Related Topics', held in May of 2015 at Purdue University in honor of the 60^th birthday of Rodrigo Bañuelos. A wide variety of topics in probability theory is covered in these proceedings, including heat kernel estimates, Malliavin calculus, rough paths differential equations, Lévy processes, Brownian motion on manifolds, and spin glasses, among other topics.

Inhalt

Preface.- Positive-homogeneous operators, heat kernel estimates and the Legendre-Fenchel transform.- Strong stability of heat Kernels of non-symmetric stable-like operators.- Multiplicative functional for the heat equation on manifolds with boundary.- Connections between the Dirichlet and the Neumann problem for continuous and integrable boundary data.- Decomposition and limit theorems for a class of self-similar Gaussian processes.- On a priori estimates for rough PDES.- Lévy systems and moment formulas for mixed Poisson integrals.- Conformal transforms and Doob's h-processes on Heisenberg Groups.- On the Macroscopic Fractal Geometry of Some Random Sets.- Critical behavior of mean-field XY and related models.

Produkt-Details

• Erscheint lt. Verlag: 4.10.2017
• Reihe/Serie: Progress in Probability
• Reihe/Serie: Progress in Probability
• Zusatzinfo: VII, 221 p.
• Verlagsort: Cham
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Schlagworte: Brownian motion • Fractional Brownian motion • Heat kernel estimates • Lévy processes • Partial differential equations • phase transitions • Rough Paths
• ISBN-10: 3-319-59671-3 / 3319596713
• ISBN-13: 978-3-319-59671-6 / 9783319596716