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Stochastic analysis and related topics : proceedings of a w0orkshop held in Silivri, Turkey, July 7-9 1986. / / H. Korezlioglu A.S. Ustunel , editors
| Stochastic analysis and related topics : proceedings of a w0orkshop held in Silivri, Turkey, July 7-9 1986. / / H. Korezlioglu A.S. Ustunel , editors |
| Edizione | [1st ed. 1988.] |
| Pubbl/distr/stampa | Berlin, Germany : , : Springer-Verlag, , [1988] |
| Descrizione fisica | 1 online resource (IV, 371 p.) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Stochastic analysis
Stochastic partial differential equations Brownian motion processes |
| ISBN | 3-540-39186-X |
| Classificazione | 60-06 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNISA-996466516303316 |
| Berlin, Germany : , : Springer-Verlag, , [1988] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
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
| 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 |
| Edizione | [1st ed. 1990.] |
| Pubbl/distr/stampa | Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1990] |
| Descrizione fisica | 1 online resource (VIII, 276 p.) |
| Disciplina | 519.2 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Stochastic partial differential equations
Brownian motion processes |
| ISBN | 3-540-46596-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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. |
| Record Nr. | UNISA-996466865203316 |
| Berlin, Germany ; ; New York, New York : , : Springer-Verlag, , [1990] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||