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Titolo: |
Stochastic Analysis and Related Topics II : Proceedings of a Second Workshop held in Silivri, Turkey, July 18-30, 1988 / / edited by Hayri Korezlioglu and Ali S. Ustunel
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Pubblicazione: | Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1990] |
©1990 | |
Edizione: | 1st ed. 1990. |
Descrizione fisica: | 1 online resource (VIII, 276 p.) |
Disciplina: | 519.2 |
Soggetto topico: | Stochastic partial differential equations |
Brownian motion processes | |
Persona (resp. second.): | KorezliogluH (Hayri) |
UstunelAli S. | |
Note generali: | Bibliographic Level Mode of Issuance: Monograph |
Nota di contenuto: | Short time asymptotic problems in Wiener functional integration theory. Applications to heat kernels and index theorems -- Applications of anticipating stochastic calculus to stochastic differential equations -- A new class of distributions on Wiener spaces -- Some remarks on independence and conditioning on Wiener space -- Some results on Lipschitzian stochastic differential equations by Dirichlet forms methods -- On generalized multiple stochastic integrals and multiparameter anticipative calculus -- Un crochet non-symétrique en calcul stochastique anticipatif -- Large deviations and the functional Levy’s modulus for invariant diffusions -- On polar sets for hypoelliptic diffusion processes -- New results on the Schrödinger semigroups with potentials given by signed smooth measures -- Linear extrapolation concerning Hilbert valued planar functions. |
Sommario/riassunto: | The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus. |
Titolo autorizzato: | Stochastic analysis and related topics II ![]() |
ISBN: | 3-540-46596-0 |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 996466865203316 |
Lo trovi qui: | Univ. di Salerno |
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