Stochastic Analysis and Related Topics II

Proceedings of a Second Workshop held in Silivri, Turkey, July 18-30, 1988

AvHayri Korezlioglu,Ali S. Ustunel

Häftad, Engelska, 1990

Del 1444 i serien Lecture Notes in Mathematics

500 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

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.

Produktinformation

Utgivningsdatum:1990-09-26
Mått:155 x 235 x 16 mm
Vikt:435 g
Format:Häftad
Språk:Engelska
Serie:Lecture Notes in Mathematics
Antal sidor:276
Upplaga:1990
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783540530640

Utforska kategorier

Innehållsförteckning

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.

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Stochastic Analysis and Related Topics II

Proceedings of a Second Workshop held in Silivri, Turkey, July 18-30, 1988

AvHayri Korezlioglu,Ali S. Ustunel

Häftad, Engelska, 1990

Del 1444 i serien Lecture Notes in Mathematics

500 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.

Beskrivning

Produktinformation

Utgivningsdatum:1990-09-26
Mått:155 x 235 x 16 mm
Vikt:435 g
Format:Häftad
Språk:Engelska
Serie:Lecture Notes in Mathematics
Antal sidor:276
Upplaga:1990
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783540530640

Utforska kategorier

Innehållsförteckning

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.