Stochastic Analysis and Related Topics: A Festschrift in Honor of Rodrigo Bañuelos

by Fabrice Baudoin (Editor), Jonathon Peterson (Editor)

Overview

The articles in this collection are a sampling of some of the research presented during the conference “Stochastic Analysis and Related Topics”, held in May of 2015 at Purdue University in honor of the 60^th birthday of Rodrigo Bañuelos. A wide variety of topics in probability theory is covered in these proceedings, including heat kernel estimates, Malliavin calculus, rough paths differential equations, Lévy processes, Brownian motion on manifolds, and spin glasses, among other topics.

Product Details

ISBN-13:	9783319596716
Publisher:	Birkhäuser
Publication date:	10/04/2017
Series:	Progress in Probability , #72
Sold by:	Barnes & Noble
Format:	eBook
Pages:	221
File size:	5 MB

Table of Contents

Preface.- Positive-homogeneous operators, heat kernel estimates and the Legendre-Fenchel transform.- Strong stability of heat Kernels of non-symmetric stable-like operators.- Multiplicative functional for the heat equation on manifolds with boundary.- Connections between the Dirichlet and the Neumann problem for continuous and integrable boundary data.- Decomposition and limit theorems for a class of self-similar Gaussian processes.- On a priori estimates for rough PDES.- Lévy systems and moment formulas for mixed Poisson integrals.- Conformal transforms and Doob's h-processes on Heisenberg Groups.- On the Macroscopic Fractal Geometry of Some Random Sets.- Critical behavior of mean-field XY and related models.