Stochastic analysis and related topics : proceedings of a workshop held in Silivri, Turkey, July 7-9, 1986
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 functiona...
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Format | eBook Book |
Language | English |
Published |
Berlin, Heidelberg
Springer-Verlag
1988
Springer Berlin / Heidelberg Springer Berlin Heidelberg |
Edition | 1 |
Series | Lecture Notes in Mathematics |
Subjects | |
Online Access | Get full text |
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Abstract | 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. |
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AbstractList | 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. 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. |
Author | Korezlioglu, H. (Hayri) Ustunel, A. S. (Ali Süleyman) |
Author_xml | – sequence: 1 fullname: Korezlioglu, H. (Hayri) – sequence: 2 fullname: Ustunel, A. S. (Ali Süleyman) |
BackLink | https://cir.nii.ac.jp/crid/1130282268706201344$$DView record in CiNii |
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PublicationDate | c1988 1988 1988. |
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PublicationPlace | Berlin, Heidelberg |
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PublicationSeriesTitle | Lecture Notes in Mathematics |
PublicationYear | 1988 |
Publisher | Springer-Verlag Springer Berlin / Heidelberg Springer Berlin Heidelberg |
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Snippet | The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in... |
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SubjectTerms | Analysis Brownian motion processes Distribution (Probability theory Global analysis (Mathematics) Markov processes -- Congresses Mathematical Methods in Physics Mathematical physics Numerical and Computational Physics, Simulation Probability Theory and Stochastic Processes Stochastic analysis Stochastic analysis -- Congresses Stochastic partial differential equations Stochastic processes -- Congresses |
TableOfContents | A guide to the stochastic calculus of variations -- Nonclausal stochastic integrals and calculus -- Brownian motion, diffusions and infinite dimensional calculus -- La théorie des distributions en dimension quelconque et l'intégration stochastique -- An ito formula for processes with values in an abstract Wiener space -- Some comments on the filtering of diffusions and the malliavin calculus -- Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence -- Brownian motion and harmonic forms -- An extension of ventsel-freidlin estimates -- Uniqueness of the solutions of the filtering equation with observations on a riemannian symmetric space -- Majoration a priori des solutions d'équations différentielles stochastiques stables -- A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times. |
Title | Stochastic analysis and related topics : proceedings of a workshop held in Silivri, Turkey, July 7-9, 1986 |
URI | https://cir.nii.ac.jp/crid/1130282268706201344 https://ebookcentral.proquest.com/lib/[SITE_ID]/detail.action?docID=6842163 https://doi.org/10.1007/BFb0081928 |
Volume | 1316 |
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