Real and Stochastic Analysisrecent Advances (Hardcover)

Introduction and Overview, M.M. RaoTransport Properties of Gaussian Velocity Fields, R.A. CarmonaIntroductionGaussian Velocity FieldsInfinite-Dimensional Ornstein-Uhlenbeck ProcessesTransport ProblemsNumerical SimulationsThe Case of White Velocity FieldsOpen Mathematical ProblemsStochastic Flows and SPDEsBibliographyPlanar Stochastic Integration Relative to Quasimartingales, M.L. GreenIntroductionThe Bochner Bounding Measure for V-QuasimartingalesLine IntegralsThe Mixed IntegralThe Double IntegralThe JX-MeasureA Stochastic Green TheoremBibliographyProbability Metrics and Limit Theorems in AIDS Epidemiology, S.T. Rachev, V. Haynatzka, and G. HaynatzkiIntroductionThe Monge-Kantorovitch Problem and Probability MetricsIdeal MetricsSpread of AIDS Among Drug Users and Probability MetricsThe Spread of AIDS Among Interactive Transmission GroupsBibliographyHigher Order Stochastic Differential Equations, M.M. RaoIntroductionStochastic Integrals and Boundedness PrinciplesLinear Stochastic Differential EquationsHigher Order Nonlinear EquationsInfinitesimal Characteristics of SolutionsRefined Analysis with Brownian NoiseOperator Representation of the V-ProcessSample Path Behavior for Large TimeAspects of Stochastic FlowsMultiparameter Analogs and SPDEsBibliographySome Aspects of Harmonizable Processes and Fields, R.J. SwiftIntroductionPreliminariesPart I: Second Order Nonstationary Processes Including the Harmonizable ClassPart II: Some Classes of Harmonizable Random FieldsBibliographyOn Singularity and Equivalence of Gaussian Measures, N. Vakhania and V. TarieladzeDefinitions and Auxiliary ResultsKakutani's TheoremGaussian Measures on RGeneral Gaussian MeasuresThe Case of Topological Vector SpacesBibliographyIndex