Stochastic Analysis and Related Topics
Proceedings of a Workshop held in Silivri, Turkey, July 7-9, 1986
(Sprache: Englisch, Französisch)
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus,...
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Klappentext zu „Stochastic Analysis and Related Topics “
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
Inhaltsverzeichnis zu „Stochastic Analysis and Related Topics “
From the contents:- D. Ocone: A Guide to Stochastic Calculus Variations
- D. Nualart: Noncausal Stochastic Integrals and Calculus
- H.H. Kuo: Brownian Motion, Diffusions and Infinite Dimensional Calculus
- P. Kree: La Théorie des Distributions en Dimension quelconque et l'Intégration Stochastique
- A.S. Ustunel: Some Comments on the Filtering of Diffusions and the Malliavin Calculus
- D. Elworthy: Brownian Motion and Harmonic Forms
Bibliographische Angaben
- 1988, Softcover reprint of the original 1st ed. 1988, IV, 371 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch/Französisch
- Herausgegeben: Hayri Korezlioglu, Ali S. Ustunel
- Verlag: Springer, Berlin
- ISBN-10: 3540193154
- ISBN-13: 9783540193159
- Erscheinungsdatum: 25.05.1988
Sprache:
Englisch, Französisch
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