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Found 151 Documents (Results 1–100)

An application of Gaussian measures to functional analysis. (English) Zbl 1297.46005

Viens, Frederi (ed.) et al., Malliavin calculus and stochastic analysis. A Festschrift in honor of David Nualart. New York, NY: Springer (ISBN 978-1-4614-5905-7/hbk; 978-1-4614-5906-4/ebook). Springer Proceedings in Mathematics & Statistics 34, 3-8 (2013).
MSC:  46A30 60B05 46B09
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Additive functions and Gaussian measures. (English) Zbl 1271.60053

Shiryaev, Albert N. (ed.) et al., Prokhorov and contemporary probability theory. In honor of Yuri V. Prokhorov on the occasion of his 80th birthday. Berlin: Springer (ISBN 978-3-642-33548-8/hbk; 978-3-642-33549-5/ebook). Springer Proceedings in Mathematics & Statistics 33, 215-223 (2013).
MSC:  60G15 46G12 60B11
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A probabilistic approach to \(H^p(\mathbb R^d)\). (English) Zbl 1316.42010

Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 288-303 (2012).
MSC:  42A32 60J65
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Diffusion processes. (English) Zbl 1316.60124

Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 280-287 (2012).
MSC:  60J60
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On the support of diffusion processes with applications to the strong maximum principle. (English) Zbl 1316.60123

Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 253-279 (2012).
MSC:  60J60 35B50
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On degenerate elliptic-parabolic operators of second order and their associated diffusions. (English) Zbl 1316.35134

Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 190-252 (2012).
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Diffusion processes with boundary conditions. (English) Zbl 1316.76097

Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 111-189 (2012).
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Diffusion processes with continuous coefficients. II. (English) Zbl 1316.60122

Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 59-110 (2012).
MSC:  60J60 58J65 82C31
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Diffusion processes with continuous coefficients. I. (English) Zbl 1316.60121

Varadhan, S. R. S., Collected papers. Volume II: PDE, SDE, diffusions, random media. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33545-7/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 3-58 (2012).
MSC:  60J60 58J65 82C31
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Martingale approach to some limit theorems. (English) Zbl 1316.60097

Varadhan, S. R. S., Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33544-0/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 204-325 (2012).
MSC:  60H10 60F10 60J60 60J75 82C70
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Limit theorems for random walks on Lie groups. (English) Zbl 1316.60016

Varadhan, S. R. S., Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33544-0/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 186-203 (2012).
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Varadhan’s work on large deviations. (English) Zbl 1316.60036

Varadhan, S. R. S., Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33544-0/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 32-36 (2012).
MSC:  60F10 60-03 01A60
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Varadhan’s work on diffusion theory. (English) Zbl 1316.60120

Varadhan, S. R. S., Collected papers. Volume I: Limit theorems, review articles. Edited by Rajendra Bhatia, Abhay Bhatt and K. R. Parthasarathy. Berlin: Springer; New Dehli: Hindustan Book Agency (ISBN 978-3-642-33544-0/hbk; 978-3-642-33231-9/set; 978-93-80250-39-7/set). 25-31 (2012).
MSC:  60J60 60-03 01A60
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On a flow of transformations of a Wiener space. (English) Zbl 1338.60176

Decreusefond, Laurent (ed.) et al., Stochastic analysis and related topics. In honour of Ali Süleyman Üstünel, Paris, June 2010. Papers based on the presentations at the 9th workshop, Paris, France, June 14–15, 2010. Berlin: Springer (ISBN 978-3-642-29981-0/hbk; 978-3-642-29982-7/ebook). Springer Proceedings in Mathematics & Statistics 22, 119-131 (2012).
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Partial differential equations for probabilists. Reprint of the 2008 hardback ed. (English) Zbl 1245.35004

Cambridge Studies in Advanced Mathematics 112. Cambridge: Cambridge University Press (ISBN 978-1-107-40052-8/pbk; 978-0-511-75525-5/ebook). xv, 215 p. (2012).
MSC:  35-02 60-02 60J25
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Malliavin calculus at Saint-Flour. Reprint of lectures originally published in the Lecture Notes in Mathematics volumes 976 (1983), 1427 (1990) and 1690 (1998). (English) Zbl 1261.60004

Probability at Saint-Flour. Berlin: Springer (ISBN 978-3-642-25931-9/pbk). vii, 346 p. (2012).
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A remarkably interesting, simple P.D.E. (English) Zbl 1121.35320

Figiel, Tadeuz (ed.) et al., Approximation and probability. Papers of the conference held on the occasion of the 70th anniversary of Prof. Zbigniew Ciesielski, Bȩdlewo, Poland, September 20–24, 2004. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Center Publications 72, 327-331 (2006).
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Multidimensional diffusion processes. Reprint of the 2nd correted printing (1997). (English) Zbl 1103.60005

Classics in Mathematics. Berlin: Springer (ISBN 3-540-28998-4/hbk). xii, 338 p. (2006).
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Some comments about Itô’s construction procedure. (English) Zbl 1062.60073

Kunita, Hiroshi (ed.) et al., Stochastic analysis and related topics in Kyoto. In honour of Kiyoshi Itô. Lectures given at the conference, Kyoto, Japan, September 4–7, 2002. Tokyo: Mathematical Society of Japan (ISBN 4-931469-26-4/hbk). Advanced Studies in Pure Mathematics 41, 319-331 (2004).
MSC:  60J25 60G44
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The Ornstein-Uhlenbeck process in a Riemannian manifold. (English) Zbl 1054.60084

Yang, Lo (ed.) et al., First international congress of Chinese mathematicians. Proceedings of the ICCM ’98, Beijing, China, December 12–16, 1998. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-2652-2/pbk). AMS/IP Stud. Adv. Math. 20, 11-23 (2001).
MSC:  60J60 58J65 60H15
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An introduction to analysis on path space. (English) Zbl 1069.58502

Hsu, Elton P. (ed.) et al., Probability theory and applications. Providence, RI: AMS, American Mathematical Society, Institute for Advanced Study (ISBN 0-8218-0590-8). IAS/ Park City Math. Ser. 6, 227-276 (1999).
MSC:  58J65 60H07
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Diffusions as integral curves on manifolds and Lie groups. (English) Zbl 0879.58082

Ibragimov, I. A. (ed.) et al., Probability theory and mathematical statistics. Lectures presented at the semester held in St. Petersburg, Russia, March 2–April 23, 1993. Amsterdam: Gordon and Breach Publishers. 219-226 (1996).
MSC:  58J65 60J60
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An estimate on the Hessian of the heat kernel. (English) Zbl 0868.58075

Ikeda, N. (ed.) et al., Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Tokyo: Springer. 355-371 (1996).
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Logarithmic Sobolev inequalities for Gibbs states. (English) Zbl 0801.60056

Dell’Antonio, Gianfausto (ed.) et al., Dirichlet forms. Lectures given at the 1st session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Varenna, Italy, June 8-19, 1992. Berlin: Springer-Verlag. Lect. Notes Math. 1563, 194-228 (1993).
MSC:  60H30 82B20 58J65
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On the support of Wiener functionals. (English) Zbl 0790.60047

Elworthy, K. D. (ed.) et al., Asymptotic problems in probability theory: Wiener functionals and asymptotics. Proceedings of the 26th Taniguchi international symposium, Sanda and Kyoto, Japan, August 31 - September 5, 1990. Harlow, Essex: Longman Scientific & Technical. Pitman Res. Notes Math. Ser. 284, 3-34 (1993).
MSC:  60H07
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Estimates on the heat kernel for second order divergence form operators. (English) Zbl 0779.60065

Probability theory, Proc. Singapore Probab. Conf., Singapore/Singapore 1989, 29-44 (1992).
Reviewer: R.Manthey (Jena)
MSC:  60J35 35K05 47D07
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