03492nam 2200661 450 99646651630331620220911153152.03-540-39186-X10.1007/BFb0081928(CKB)1000000000437489(SSID)ssj0000326928(PQKBManifestationID)12124678(PQKBTitleCode)TC0000326928(PQKBWorkID)10297814(PQKB)10345473(DE-He213)978-3-540-39186-9(MiAaPQ)EBC5577847(Au-PeEL)EBL5577847(OCoLC)1066191613(MiAaPQ)EBC6842163(Au-PeEL)EBL6842163(OCoLC)793079063(PPN)155226568(EXLCZ)99100000000043748920220911d1988 uy 0engurnn#008mamaatxtccrStochastic analysis and related topics proceedings of a w0orkshop held in Silivri, Turkey, July 7-9 1986. /H. Korezlioglu A.S. Ustunel , editors1st ed. 1988.Berlin, Germany :Springer-Verlag,[1988]©19881 online resource (IV, 371 p.)Lecture Notes in Mathematics ;1316Bibliographic Level Mode of Issuance: Monograph3-540-19315-4 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.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.Lecture notes in mathematics (Springer-Verlag) ;1316.Stochastic analysisStochastic partial differential equationsBrownian motion processesStochastic analysis.Stochastic partial differential equations.Brownian motion processes.519.260-06mscUstunel A. S(Ali Süleyman),Korezlioglu H(Hayri),MiAaPQMiAaPQMiAaPQBOOK996466516303316Stochastic analysis and related topics80195UNISA