Stochastic Analysis and Related Topics II
Proceedings of a Second Workshop held in Silivri, Turkey, July 18-30, 1988
(Sprache: Englisch)
The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic...
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Klappentext zu „Stochastic Analysis and Related Topics II “
The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.
Inhaltsverzeichnis zu „Stochastic Analysis and Related Topics II “
- S. Watanabe: Short time asymptotic problems in Wiener functional integration theory. Applications to heat kernels and index theorems- E. Pardoux: Applications of anticipating stochastic calculus to stochastic differential equations
- H. Korezlioglu, A.S. Ustunel: A new class of distributions on Wiener spaces
- D. Nualart, A.S. Ustunel, M. Zakai: Some remarks on independence and conditioning on Wiener space
- N. Bouleau, F. Hirsch: Some results on Lipschitzian stochastic differential equations by Dirichlet forms methods
Bibliographische Angaben
- 1990, 284 Seiten, Maße: 15,5 x 23,5 cm, Taschenbuch, Englisch
- Herausgegeben: Ali S. Ustunel, Hayri Korezlioglu
- Verlag: Springer Berlin Heidelberg
- ISBN-10: 3540530649
- ISBN-13: 9783540530640
- Erscheinungsdatum: 26.09.1990
Sprache:
Englisch
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