E-Book Overview
This volume contains current work at the frontiers of research in infinite dimensional stochastic analysis. It presents a carefully chosen collection of articles by experts to highlight the latest developments in white noise theory, infinite dimensional transforms, quantum probability, stochastic partial differential equations, and applications to mathematical finance. Included in this volume are expository papers which will help increase communication between researchers working in these areas. The tools and techniques presented here will be of great value to research mathematicians, graduate students and applied mathematicians.
Contents: Complex White Noise and the Infinite Dimensional Unitary Group (T Hida); Complex Itô Formulas (M Redfern); White Noise Analysis: Background and a Recent Application (J Becnel & A N Sengupta); Probability Measures with Sub-Additive Principal Szegö Jacobi Parameters (A Stan); Donsker's Functional Calculus and Related Questions (P-L Chow & J Potthoff); Stochastic Analysis of Tidal Dynamics Equation (U Manna et al.); Adapted Solutions to the Backward Stochastic Navier Stokes Equations in 3D (P Sundar & H Yin); Spaces of Test and Generalized Functions of Arcsine White Noise Formulas (A Barhoumi et al.); An Infinite Dimensional Fourier Mehler Transform and the Lévy Laplacian (K Saito & K Sakabe); The Heat Operator in Infinite Dimensions (B C Hall); Quantum Stochastic Dilation of Symmetric Covariant Completely Positive Semigroups with Unbounded Generator (D Goswami & K B Sinha); White Noise Analysis in the Theory of Three-Manifold Quantum Invariants (A Hahn); A New Explicit Formula for the Solution of the Black Merton Scholes Equation (J A Goldstein et al.); Volatility Models of the Yield Curve (V Goodman).
E-Book Content
t Dimensional Infinite Stochastic Analysis In Honor of Hui-Hsiung Kuo
QP-PQ: Quantum Probability and White Noise Analysis
Managing Editor: W. Freudenberg Advisory Board Members: L. Accardi, T. Hida, R. Hudson and K. R. Parthasarathy
QP-PQ: Quantum Probability and White Noise Analysis VOl. 22:
Infinite Dimensional Stochastic Analysis eds. A. N. Sengupta and P. Sundar
Vol. 21:
Quantum Bio-Informatics From Quantum Information to Bio-Informatics eds. L. Accardi, W. Freudenberg and M. Ohya
Vol. 20:
Quantum Probability and Infinite Dimensional Analysis eds. L. Accardi, W. Freudenberg and M. Schurmann
Vol. 19:
Quantum Information and Computing eds. L. Accardi, M. Ohya and N. Watanabe
Vol. 18:
Quantum Probability and Infinite-Dimensional Analysis From Foundations to Applications eds. M. Schurmann and U. Franz
Vol. 17:
Fundamental Aspects of Quantum Physics eds. L. Accardi and S. Tasaki
Vol. 16:
Non-Commutativity, Infinite-Dimensionality, and Probability at the Crossroads eds. N. Obata, T. Matsui and A. Hora
Vol. 15:
Quantum Probability and Infinite-Dimensional Analysis ed. W. Freudenberg
Vol. 14:
Quantum Interacting Particle Systems eds. L. Accardi and F. Fagnola
Vol. 13:
Foundations of Probability and Physics ed. A. Khrennikov
QP-PQ
Vol. 11:
Quantum Probability Communications eds. S. Attal and J. M. Lindsay
VOl. 10:
Quantum Probability Communications eds. R. L. Hudson and J. M. Lindsay
VOl. 9:
Quantum Probability and Related Topics ed. L. Accardi
Vol. 8:
Quantum Probability and Related Topics ed. L. Accardi
VOl. 7:
Quantum Probability and Related Topics ed. L. Accardi
QP-PQ Quantum Probability and White Noise Analysis Volume XXII
Infinite Dimensional Stochastic Analysis In Honor of Hui-Hsiung Kuo
Editors
Ambar N. Sengupta P. Sundar Louisiana State Univers