Stochastic analysis and related topics [electronic resource] : proceedings of a workshop held in Silivri, Turkey, July 7-9, 1986 / H. Korezlioglu, A.S. Ustunel (eds.)
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 function...
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Full Text (via Springer) |
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| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer-Verlag,
©1988.
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| Series: | Lecture notes in mathematics (Springer-Verlag) ;
1316. |
| Subjects: |
MARC
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| 245 | 0 | 0 | |a Stochastic analysis and related topics |h [electronic resource] : |b proceedings of a workshop held in Silivri, Turkey, July 7-9, 1986 / |c H. Korezlioglu, A.S. Ustunel (eds.) |
| 260 | |a Berlin ; |a New York : |b Springer-Verlag, |c ©1988. | ||
| 300 | |a 1 online resource (371 pages) | ||
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| 490 | 1 | |a Lecture notes in mathematics, |x 0075-8434 ; |v 1316. | |
| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | |a 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 Thorie des Distributions en Dimension quelconque et l'Intgration Stochastique -- A.S. Ustunel: Some Comments on the Filtering of Diffusions and the Malliavin Calculus -- D. Elworthy: Brownian Motion and Harmonic Forms. | |
| 520 | |a 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. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Stochastic analysis |v Congresses. |0 http://id.loc.gov/authorities/subjects/sh2008112282. | |
| 650 | 0 | |a Functional analysis |v Congresses. |0 http://id.loc.gov/authorities/subjects/sh2008104205. | |
| 650 | 0 | |a Stochastic partial differential equations |v Congresses. | |
| 650 | 0 | |a Brownian motion processes |v Congresses. | |
| 650 | 0 | |a Diffusion processes |v Congresses. | |
| 650 | 7 | |a Brownian motion processes. |2 fast |0 (OCoLC)fst00839765. | |
| 650 | 7 | |a Diffusion processes. |2 fast |0 (OCoLC)fst00893561. | |
| 650 | 7 | |a Functional analysis. |2 fast |0 (OCoLC)fst00936061. | |
| 650 | 7 | |a Stochastic analysis. |2 fast |0 (OCoLC)fst01133499. | |
| 650 | 7 | |a Stochastic partial differential equations. |2 fast |0 (OCoLC)fst01133516. | |
| 655 | 7 | |a Conference papers and proceedings. |2 fast |0 (OCoLC)fst01423772. | |
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