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Record Nr. |
UNISA996466516303316 |
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Titolo |
Stochastic analysis and related topics : proceedings of a w0orkshop held in Silivri, Turkey, July 7-9 1986. / / H. Korezlioglu A.S. Ustunel , editors |
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Pubbl/distr/stampa |
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Berlin, Germany : , : Springer-Verlag, , [1988] |
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©1988 |
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ISBN |
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Edizione |
[1st ed. 1988.] |
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Descrizione fisica |
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1 online resource (IV, 371 p.) |
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Collana |
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Lecture Notes in Mathematics ; ; 1316 |
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Classificazione |
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Disciplina |
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Soggetti |
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Stochastic analysis |
Stochastic partial differential equations |
Brownian motion processes |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di contenuto |
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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. |
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Sommario/riassunto |
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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 |
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