Large deviations and the Malliavin calculus / Jean-Michel Bismut
Type de document : MonographieCollection : Progress in mathematics, 45Langue : anglais.Pays: Etats Unis.Éditeur : Boston : Birkhauser, 1984Description : 1 vol. (VIII-216 p.) ; 24 cmISBN: 0817632204.ISSN: 0743-1643.Bibliographie : Bibliogr. p. 210-216.Sujet MSC : 35B40, Qualitative properties of solutions to partial differential equations, Asymptotic behavior of solutions to PDEs65H10, Numerical analysis - Nonlinear algebraic or transcendental equations, Numerical computation of solutions to systems of equations
58J65, Global analysis, analysis on manifolds - PDEs on manifolds; differential operators, Diffusion processes and stochastic analysis on manifolds
60G15, Probability theory and stochastic processes, Gaussian processes
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equationsEn-ligne : sur Numir | Zentralblatt | MathSciNet
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Monographie
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CMI Salle 1 | 35 BIS (Browse shelf(Opens below)) | Available | 05498-01 |
In this monograph the author outlines an extremely ambitious program for studying the small time asymptotics of the heat kernel associated with (possibly degenerate) second order elliptic operators. The basic idea behind his approach is to use a path-space representation and to attempt a fibration of Wiener measure under the Itô map associated with the diffusion being considered. (MathSciNet)
Bibliogr. p. 210-216
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