Skip to main content
Springer Nature Link
Log in
Birkhäuser

Stochastics in Finite and Infinite Dimensions

In Honor of Gopinath Kallianpur

  • Book
  • © 2001

Overview

Editors:
  1. Takeyuki Hida

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

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Rajeeva L. Karandikar

    1. Indian Statistical Institute, New Delhi, India

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  3. Hiroshi Kunita

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

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  4. Balram S. Rajput

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

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  5. Shinzo Watanabe

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

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  6. Jie Xiong

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

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

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

  • 14k Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Keywords

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
Back to top

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

Bibliographic Information

  • Book Title: Stochastics in Finite and Infinite Dimensions

  • Book Subtitle: In Honor of Gopinath Kallianpur

  • Editors: Takeyuki Hida, Rajeeva L. Karandikar, Hiroshi Kunita, Balram S. Rajput, Shinzo Watanabe, Jie Xiong

  • Series Title: Trends in Mathematics

  • DOI: https://doi.org/10.1007/978-1-4612-0167-0

  • Publisher: Birkhäuser Boston, MA

  • eBook Packages: Springer Book Archive

  • Copyright Information: Birkhäuser Boston 2001

  • Hardcover ISBN: 978-0-8176-4137-5Published: 23 October 2000

  • Softcover ISBN: 978-1-4612-6643-3Published: 23 October 2012

  • eBook ISBN: 978-1-4612-0167-0Published: 06 December 2012

  • Series ISSN: 2297-0215

  • Series E-ISSN: 2297-024X

  • Edition Number: 1

  • Number of Pages: XXXVI, 411

  • Topics: Statistical Theory and Methods, Probability Theory and Stochastic Processes

Publish with us

Policies and ethics

Back to top