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Itô’s Stochastic Calculus and Probability Theory

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Cover of 'Itô’s Stochastic Calculus and Probability Theory'

Table of Contents

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    Book Overview
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    Chapter 1 Lévy measure of superprocesses; absorption processes
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    Chapter 2 A class of integration by parts formulae in stochastic analysis I
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    Chapter 3 Smooth measures and continuous additive functionals of right Markov processes
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    Chapter 4 On decomposition of additive functionals of reflecting Brownian motions
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    Chapter 5 Equilibrium fluctuations for lattice gas
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    Chapter 6 Hall’s transform and the Segal-Bargmann map
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    Chapter 7 Lagrangian for pinned diffusion process
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    Chapter 8 Short Time Asymptotics and an Approximation for the Heat Kernel of a Singular Diffusion
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    Chapter 9 Van Vleck-Pauli formula for Wiener integrals and Jacobi fields
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    Chapter 10 Some recent developments in nonlinear filtering theory
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    Chapter 11 Detecting a single defect in a scenery by observing the scenery along a random walk path
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    Chapter 12 Analytic approach to Yor’s formula of exponential additive functionals of Brownian motion
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    Chapter 13 Stochastic differential equations with jumps and stochastic flows of diffeomorphisms
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    Chapter 14 A Remark on American Securities
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    Chapter 15 Calculus for multiplicative functionals, Itô’s formula and differential equations
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    Chapter 16 A Martin boundary connected with the ∞-volume limit of the focussing cubic Schrödinger equation
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    Chapter 17 Diffusion processes on an open time interval and their time reversal
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    Chapter 18 On sensitive control and differential games in infinite dimensional spaces
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    Chapter 19 Decomposition at the maximum for excursions and bridges of one-dimensional diffusions
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    Chapter 20 Interacting diffusion systems over Z d
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    Chapter 21 A Kähler metric on a based loop group and a covariant differentiation
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    Chapter 22 Burgers system driven by a periodic stochastic flow
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    Chapter 23 An estimate on the Hessian of the heat kernel
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    Chapter 24 Environment-wise central limit theorem for a diffusion in a Brownian environment with large drift
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    Chapter 25 The complex story of simple exclusion
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    Chapter 26 Lévy’s stochastic area formula and Brownian motion on compact Lie groups
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    Chapter 27 Principal values of Brownian local times and their related topics
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Title
Itô’s Stochastic Calculus and Probability Theory
Published by
Springer Japan, December 2012
DOI 10.1007/978-4-431-68532-6
ISBNs
978-4-43-168534-0, 978-4-43-168532-6
Editors

Ikeda, Nobuyuki, Watanabe, Shinzo, Fukushima, Masatoshi, Kunita, Hiroshi

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 12 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 12 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 3 25%
Professor 2 17%
Other 1 8%
Student > Master 1 8%
Researcher 1 8%
Other 1 8%
Unknown 3 25%
Readers by discipline Count As %
Mathematics 6 50%
Agricultural and Biological Sciences 1 8%
Economics, Econometrics and Finance 1 8%
Physics and Astronomy 1 8%
Unknown 3 25%