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Birkhäuser

Stochastics in Finite and Infinite Dimensions

In Honor of Gopinath Kallianpur

  • Book
  • © 2001

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Editors:
  1. Takeyuki Hida

    1. Department of Mathematics, Nagoya University, Nagoya, Japan

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  2. Rajeeva L. Karandikar

    1. Indian Statistical Institute, New Delhi, India

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  3. Hiroshi Kunita

    1. Department of Applied Sciences, Kyushu University, Kyushu, Japan

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  4. Balram S. Rajput

    1. Department of Mathematics, University of Tennessee, Knoxville, USA

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  5. Shinzo Watanabe

    1. Department of Mathematics, Kyoto University, Kyoto, Japan

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  6. Jie Xiong

    1. Department of Mathematics, University of Tennessee, Knoxville, USA

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Part of the book series: Trends in Mathematics (TM)

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Table of contents (21 chapters)

  1. Front Matter

    Pages i-xxxvi
    Download chapter PDF

  2. Precise Gaussian Lower Bounds on Heat Kernels

    • Shigeki Aida
    Pages 1-28

  3. Feynman Integrals Associated with Albeverio-Høegh-Krohn and Laplace Transform Potentials

    • Nobuhiro Asai, Izumi Kubo, Hui-Hsiung Kuo
    Pages 29-48

  4. Random Iteration of I.I.D. Quadratic Maps

    • K. B. Athreya, R. N. Bhattacharya
    Pages 49-58

  5. Monte Carlo Algorithms and Asymptotic Problems in Nonlinear Filtering

    • Amarjit Budhiraja, Harold J Kushner
    Pages 59-87

  6. A Covariant Quantum Stochastic Dilation Theory

    • Partha Sarathi Chakraborty, Debashish Goswami, Kalyan B. Sinha
    Pages 89-99

  7. Interacting Particle Filtering with Discrete-Time Observations: Asymptotic Behaviour in the Gaussian Case

    • Pierre Del Moral, Jean Jacod
    Pages 101-122

  8. Hidden Markov Chain Filtering for Generalised Bessel Processes

    • R. Elliott, E. Platen
    Pages 123-143

  9. On the Zakai Equation of Filtering with Gaussian Noise

    • L. Gawarecki, V. Mandrekar
    Pages 145-151

  10. Prediction and Translation of Fractional Brownian Motions

    • Yaozhong Hu
    Pages 153-171

  11. Time Maps in the Study of Feynman’s Operational Calculus via Wiener and Feynman Path Integrals

    • G. W. Johnson, Lisa Johnson
    Pages 173-194

  12. Two Applications of Reproducing Kernel Hilbert Spaces in Stochastic Analysis

    • T. Koski, P. Sundar
    Pages 195-206

  13. Stochastic Linear Controlled Systems with Quadratic Cost Revisited

    • N. V. Krylov
    Pages 207-232

  14. Numerical Solutions for a Class of SPDEs with Application to Filtering

    • Thomas G. Kurtz, Jie Xiong
    Pages 233-258

  15. Nonlinear Diffusion Approximations of Queuing Networks

    • B. Margolius, W. A. Woyczyñski
    Pages 259-284

  16. On Equations of Stochastic Fluid Mechanics

    • R. Mikulevicius, B. Rozovskii
    Pages 285-302

  17. Infinite Level Asymptotics of a Perturbative Chern-Simons Integral

    • I. Mitoma
    Pages 303-319

  18. Risk-Sensitive Dynamic Asset Management with Partial Information

    • H. Nagai
    Pages 321-339

  19. Existence of a Strong Solution for an Integro-Differential Equation and Superposition of Diffusion Processes

    • Yukio Ogura, Matsuyo Tomisaki, Masaaki Tsuchiya
    Pages 341-359

  20. On Consistency of the Maximum Likelihood Method in Testing Multiple Quantum Hypotheses

    • K. R. Parthasarathy
    Pages 361-377
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Keywords

Editors and Affiliations

  • Department of Mathematics, Nagoya University, Nagoya, Japan

    Takeyuki Hida

  • Indian Statistical Institute, New Delhi, India

    Rajeeva L. Karandikar

  • Department of Applied Sciences, Kyushu University, Kyushu, Japan

    Hiroshi Kunita

  • Department of Mathematics, University of Tennessee, Knoxville, USA

    Balram S. Rajput, Jie Xiong

  • Department of Mathematics, Kyoto University, Kyoto, Japan

    Shinzo Watanabe

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