LEADER 03492nam 2200661 450 001 996466516303316 005 20220911153152.0 010 $a3-540-39186-X 024 7 $a10.1007/BFb0081928 035 $a(CKB)1000000000437489 035 $a(SSID)ssj0000326928 035 $a(PQKBManifestationID)12124678 035 $a(PQKBTitleCode)TC0000326928 035 $a(PQKBWorkID)10297814 035 $a(PQKB)10345473 035 $a(DE-He213)978-3-540-39186-9 035 $a(MiAaPQ)EBC5577847 035 $a(Au-PeEL)EBL5577847 035 $a(OCoLC)1066191613 035 $a(MiAaPQ)EBC6842163 035 $a(Au-PeEL)EBL6842163 035 $a(OCoLC)793079063 035 $a(PPN)155226568 035 $a(EXLCZ)991000000000437489 100 $a20220911d1988 uy 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 00$aStochastic analysis and related topics $eproceedings of a w0orkshop held in Silivri, Turkey, July 7-9 1986. /$fH. Korezlioglu A.S. Ustunel , editors 205 $a1st ed. 1988. 210 1$aBerlin, Germany :$cSpringer-Verlag,$d[1988] 210 4$d©1988 215 $a1 online resource (IV, 371 p.) 225 1 $aLecture Notes in Mathematics ;$v1316 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-19315-4 327 $aA 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. 330 $aThe Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics. 410 0$aLecture notes in mathematics (Springer-Verlag) ;$v1316. 606 $aStochastic analysis 606 $aStochastic partial differential equations 606 $aBrownian motion processes 615 0$aStochastic analysis. 615 0$aStochastic partial differential equations. 615 0$aBrownian motion processes. 676 $a519.2 686 $a60-06$2msc 702 $aUstunel$b A. S$g(Ali Su?leyman), 702 $aKorezlioglu$b H$g(Hayri), 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a996466516303316 996 $aStochastic analysis and related topics$980195 997 $aUNISA