The Resource Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō, Fred Espen Benth [and others], editors
Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō, Fred Espen Benth [and others], editors
Resource Information
The item Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō, Fred Espen Benth [and others], editors represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō, Fred Espen Benth [and others], editors represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
 Summary
 Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineering, biology, economics and finance. The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing field of stochastic analysis. The present volume combines both papers from the invited speakers and contributions by the presenting lecturers. A special feature is the Memoirs that Kiyoshi Ito wrote for this occasion. These are valuable pages for both young and established researchers in the field
 Language
 eng
 Extent
 1 online resource (xi, 678 pages)
 Contents

 Memoirs of My Research on Stochastic Analysis
 Itô Calculus and Quantum White Noise Calculus
 Homogenization of Diffusions on the Lattice Zd with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincaré Inequality
 Theory and Applications of Infinite Dimensional Oscillatory Integrals
 Ambit Processes; with Applications to Turbulence and Tumour Growth
 A Stochastic Control Approach to a Robust Utility Maximization Problem
 Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions
 Hedging with Options in Models with Jumps
 Power Variation Analysis of Some Integral LongMemory Processes
 Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise
 Stochastic Integrals and Adjoint Derivatives
 An Application of Probability to Nonlinear Analysis
 The Space of Stochastic Differential Equations
 Extremes of supOU Processes
 Gaussian Bridges
 Some of the Recent Topics on Stochastic Analysis
 Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2
 On Asymptotics of Banach Spacevalued Itô Functionals of Brownian Rough Paths
 ContinuousTime Markowitz's Problems in an Incomplete Market, with NoShorting Portfolios
 Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion
 Different Lattice Approximations for HôeghKrohn's Quantum Field Model
 Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras
 The Invariant Distribution of a Diffusion: Some New Aspects
 Formation of Singularities in Madelung Fluid: A Nonconventional Application of Itô Calculus to Foundations of Quantum Mechanics
 GExpectation, GBrownian Motion and Related Stochastic Calculus of Itô Type
 Perpetual Integral Functionals of Diffusions and their Numerical Computations
 Chaos Expansions and Malliavin Calculus for Lévy Processes
 Study of Simple but Challenging Diffusion Equation
 Itô Calculus and Malliavin Calculus
 The Malliavin Calculus for Processes with Conditionally Independent Increments
 Isbn
 9783540708469
 Label
 Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō
 Title
 Stochastic analysis and applications
 Title remainder
 the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō
 Statement of responsibility
 Fred Espen Benth [and others], editors
 Subject

 Conference papers and proceedings
 Itō, Kiyosi, 19152008
 Itō, Kiyosi, 19152008
 Itō, Kiyosi, 19152008
 Itō, Kiyosi, 19152008
 MATHEMATICS  Probability & Statistics  General
 Stochastic analysis
 Stochastic analysis
 Stochastic analysis
 Stochastic analysis  Congresses
 Conference papers and proceedings
 Language
 eng
 Summary
 Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineering, biology, economics and finance. The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing field of stochastic analysis. The present volume combines both papers from the invited speakers and contributions by the presenting lecturers. A special feature is the Memoirs that Kiyoshi Ito wrote for this occasion. These are valuable pages for both young and established researchers in the field
 Cataloging source
 GW5XE
 Dewey number
 519.2/2
 Illustrations
 portraits
 Index
 no index present
 LC call number
 QA274.2
 LC item number
 .S77133 2005eb
 Literary form
 non fiction
 http://bibfra.me/vocab/lite/meetingDate
 2005
 http://bibfra.me/vocab/lite/meetingName
 Abel Symposium
 Nature of contents

 dictionaries
 bibliography
 http://library.link/vocab/relatedWorkOrContributorDate
 1969
 http://library.link/vocab/relatedWorkOrContributorName
 Benth, Fred Espen
 http://library.link/vocab/subjectName

 Itō, Kiyosi
 Stochastic analysis
 Itō, Kiyosi
 Itō, Kiyosi
 MATHEMATICS
 Stochastic analysis
 Stochastic analysis
 Label
 Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō, Fred Espen Benth [and others], editors
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Memoirs of My Research on Stochastic Analysis  Itô Calculus and Quantum White Noise Calculus  Homogenization of Diffusions on the Lattice Zd with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincaré Inequality  Theory and Applications of Infinite Dimensional Oscillatory Integrals  Ambit Processes; with Applications to Turbulence and Tumour Growth  A Stochastic Control Approach to a Robust Utility Maximization Problem  Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions  Hedging with Options in Models with Jumps  Power Variation Analysis of Some Integral LongMemory Processes  Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise  Stochastic Integrals and Adjoint Derivatives  An Application of Probability to Nonlinear Analysis  The Space of Stochastic Differential Equations  Extremes of supOU Processes  Gaussian Bridges  Some of the Recent Topics on Stochastic Analysis  Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2  On Asymptotics of Banach Spacevalued Itô Functionals of Brownian Rough Paths  ContinuousTime Markowitz's Problems in an Incomplete Market, with NoShorting Portfolios  Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion  Different Lattice Approximations for HôeghKrohn's Quantum Field Model  Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras  The Invariant Distribution of a Diffusion: Some New Aspects  Formation of Singularities in Madelung Fluid: A Nonconventional Application of Itô Calculus to Foundations of Quantum Mechanics  GExpectation, GBrownian Motion and Related Stochastic Calculus of Itô Type  Perpetual Integral Functionals of Diffusions and their Numerical Computations  Chaos Expansions and Malliavin Calculus for Lévy Processes  Study of Simple but Challenging Diffusion Equation  Itô Calculus and Malliavin Calculus  The Malliavin Calculus for Processes with Conditionally Independent Increments
 Control code
 185027081
 Dimensions
 unknown
 Extent
 1 online resource (xi, 678 pages)
 Form of item
 online
 Isbn
 9783540708469
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other physical details
 color portraits
 http://library.link/vocab/ext/overdrive/overdriveId
 9783540708469
 Publisher number
 12019052
 Specific material designation
 remote
 System control number
 (OCoLC)185027081
 Label
 Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō, Fred Espen Benth [and others], editors
 Bibliography note
 Includes bibliographical references
 Carrier category
 online resource
 Carrier category code

 cr
 Carrier MARC source
 rdacarrier
 Color
 multicolored
 Content category
 text
 Content type code

 txt
 Content type MARC source
 rdacontent
 Contents
 Memoirs of My Research on Stochastic Analysis  Itô Calculus and Quantum White Noise Calculus  Homogenization of Diffusions on the Lattice Zd with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincaré Inequality  Theory and Applications of Infinite Dimensional Oscillatory Integrals  Ambit Processes; with Applications to Turbulence and Tumour Growth  A Stochastic Control Approach to a Robust Utility Maximization Problem  Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions  Hedging with Options in Models with Jumps  Power Variation Analysis of Some Integral LongMemory Processes  Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise  Stochastic Integrals and Adjoint Derivatives  An Application of Probability to Nonlinear Analysis  The Space of Stochastic Differential Equations  Extremes of supOU Processes  Gaussian Bridges  Some of the Recent Topics on Stochastic Analysis  Differential Equations Driven by Hölder Continuous Functions of Order Greater than 1/2  On Asymptotics of Banach Spacevalued Itô Functionals of Brownian Rough Paths  ContinuousTime Markowitz's Problems in an Incomplete Market, with NoShorting Portfolios  Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion  Different Lattice Approximations for HôeghKrohn's Quantum Field Model  Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras  The Invariant Distribution of a Diffusion: Some New Aspects  Formation of Singularities in Madelung Fluid: A Nonconventional Application of Itô Calculus to Foundations of Quantum Mechanics  GExpectation, GBrownian Motion and Related Stochastic Calculus of Itô Type  Perpetual Integral Functionals of Diffusions and their Numerical Computations  Chaos Expansions and Malliavin Calculus for Lévy Processes  Study of Simple but Challenging Diffusion Equation  Itô Calculus and Malliavin Calculus  The Malliavin Calculus for Processes with Conditionally Independent Increments
 Control code
 185027081
 Dimensions
 unknown
 Extent
 1 online resource (xi, 678 pages)
 Form of item
 online
 Isbn
 9783540708469
 Media category
 computer
 Media MARC source
 rdamedia
 Media type code

 c
 Other physical details
 color portraits
 http://library.link/vocab/ext/overdrive/overdriveId
 9783540708469
 Publisher number
 12019052
 Specific material designation
 remote
 System control number
 (OCoLC)185027081
Subject
 Conference papers and proceedings
 Itō, Kiyosi, 19152008
 Itō, Kiyosi, 19152008
 Itō, Kiyosi, 19152008
 Itō, Kiyosi, 19152008
 MATHEMATICS  Probability & Statistics  General
 Stochastic analysis
 Stochastic analysis
 Stochastic analysis
 Stochastic analysis  Congresses
 Conference papers and proceedings
Genre
Library Links
Embed
Settings
Select options that apply then copy and paste the RDF/HTML data fragment to include in your application
Embed this data in a secure (HTTPS) page:
Layout options:
Include data citation:
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.missouri.edu/portal/StochasticanalysisandapplicationstheAbel/T0jU9lOwunw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/StochasticanalysisandapplicationstheAbel/T0jU9lOwunw/">Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō, Fred Espen Benth [and others], editors</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>
Note: Adjust the width and height settings defined in the RDF/HTML code fragment to best match your requirements
Preview
Cite Data  Experimental
Data Citation of the Item Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō, Fred Espen Benth [and others], editors
Copy and paste the following RDF/HTML data fragment to cite this resource
<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.library.missouri.edu/portal/StochasticanalysisandapplicationstheAbel/T0jU9lOwunw/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/StochasticanalysisandapplicationstheAbel/T0jU9lOwunw/">Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29August 4, 2005, held in honor of Kiyosi Itō, Fred Espen Benth [and others], editors</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>