Ebook: Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart

The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.

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The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.

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The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.

Content:
Front Matter....Pages i-xi
Front Matter....Pages 1-1
An Application of Gaussian Measures to Functional Analysis....Pages 3-8
Stochastic Taylor Formulas and Riemannian Geometry....Pages 9-23
Local Invertibility of Adapted Shifts on Wiener Space and Related Topics....Pages 25-76
Dilation Vector Field on Wiener Space....Pages 77-94
The Calculus of Differentials for the Weak Stratonovich Integral....Pages 95-111
Front Matter....Pages 113-113
Large Deviations for Hilbert-Space-Valued Wiener Processes: A Sequence Space Approach....Pages 115-138
Stationary Distributions for Jump Processes with Inert Drift....Pages 139-172
An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure....Pages 173-193
Escape Probability for Stochastic Dynamical Systems with Jumps....Pages 195-216
Front Matter....Pages 217-217
On the Stochastic Navier–Stokes Equation Driven by Stationary White Noise....Pages 219-249
Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1....Pages 251-279
Generalized Stochastic Heat Equations....Pages 281-297
Gaussian Upper Density Estimates for Spatially Homogeneous SPDEs....Pages 299-314
Stationarity of the Solution for the Semilinear Stochastic Integral Equation on the Whole Real Line....Pages 315-331
Front Matter....Pages 333-333
A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes....Pages 335-360
Malliavin Calculus for Fractional Heat Equation....Pages 361-384
Parameter Estimation for ?-Fractional Bridges....Pages 385-412
Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions....Pages 413-426
Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations....Pages 427-442
Front Matter....Pages 443-443
The Effect of Competition on the Height and Length of the Forest of Genealogical Trees of a Large Population....Pages 445-467
Front Matter....Pages 443-443
Linking Progressive and Initial Filtration Expansions....Pages 469-487
A Malliavin Calculus Approach to General Stochastic Differential Games with Partial Information....Pages 489-510
Asymptotics for the Length of the Longest Increasing Subsequence of a Binary Markov Random Word....Pages 511-524
A Short Rate Model Using Ambit Processes....Pages 525-553
Parametric Regularity of the Conditional Expectations via the Malliavin Calculus and Applications....Pages 555-583

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The stochastic calculus of variations of Paul Malliavin (1925 - 2010), known today as the Malliavin Calculus, has found many applications, within and beyond the core mathematical discipline. Stochastic analysis provides a fruitful interpretation of this calculus, particularly as described by David Nualart and the scores of mathematicians he influences and with whom he collaborates. Many of these, including leading stochastic analysts and junior researchers, presented their cutting-edge research at an international conference in honor of David Nualart's career, on March 19-21, 2011, at the University of Kansas, USA. These scholars and other top-level mathematicians have kindly contributed research articles for this refereed volume.

Content:
Front Matter....Pages i-xi
Front Matter....Pages 1-1
An Application of Gaussian Measures to Functional Analysis....Pages 3-8
Stochastic Taylor Formulas and Riemannian Geometry....Pages 9-23
Local Invertibility of Adapted Shifts on Wiener Space and Related Topics....Pages 25-76
Dilation Vector Field on Wiener Space....Pages 77-94
The Calculus of Differentials for the Weak Stratonovich Integral....Pages 95-111
Front Matter....Pages 113-113
Large Deviations for Hilbert-Space-Valued Wiener Processes: A Sequence Space Approach....Pages 115-138
Stationary Distributions for Jump Processes with Inert Drift....Pages 139-172
An Ornstein-Uhlenbeck-Type Process Which Satisfies Sufficient Conditions for a Simulation-Based Filtering Procedure....Pages 173-193
Escape Probability for Stochastic Dynamical Systems with Jumps....Pages 195-216
Front Matter....Pages 217-217
On the Stochastic Navier–Stokes Equation Driven by Stationary White Noise....Pages 219-249
Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1....Pages 251-279
Generalized Stochastic Heat Equations....Pages 281-297
Gaussian Upper Density Estimates for Spatially Homogeneous SPDEs....Pages 299-314
Stationarity of the Solution for the Semilinear Stochastic Integral Equation on the Whole Real Line....Pages 315-331
Front Matter....Pages 333-333
A Strong Approximation of Subfractional Brownian Motion by Means of Transport Processes....Pages 335-360
Malliavin Calculus for Fractional Heat Equation....Pages 361-384
Parameter Estimation for ?-Fractional Bridges....Pages 385-412
Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions....Pages 413-426
Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations....Pages 427-442
Front Matter....Pages 443-443
The Effect of Competition on the Height and Length of the Forest of Genealogical Trees of a Large Population....Pages 445-467
Front Matter....Pages 443-443
Linking Progressive and Initial Filtration Expansions....Pages 469-487
A Malliavin Calculus Approach to General Stochastic Differential Games with Partial Information....Pages 489-510
Asymptotics for the Length of the Longest Increasing Subsequence of a Binary Markov Random Word....Pages 511-524
A Short Rate Model Using Ambit Processes....Pages 525-553
Parametric Regularity of the Conditional Expectations via the Malliavin Calculus and Applications....Pages 555-583
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