Stochastic Analysis and Related Topics II : Proceedings of a Second Workshop held in Silivri, Turkey, July 18-30, 1988 / edited by Hayri Korezlioglu, Ali Suleyman Ustunel.

Format:

Book

Contributor:

Korezlioglu, H. (Hayri), editor.

Ustunel, A. S. (Ali Süleyman), editor.

SpringerLink (Online service)

Series:

Lecture Notes in Mathematics, 0075-8434 ; 1444.

Lecture Notes in Mathematics, 0075-8434 ; 1444

Language:

English

Subjects (All):

Distribution (Probability theory).

Global analysis (Mathematics).

Probability Theory and Stochastic Processes.

Analysis.

Local Subjects:

Probability Theory and Stochastic Processes.

Analysis.

Physical Description:

1 online resource (VIII, 276 pages).

Contained In:

Springer eBooks

Place of Publication:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1990.

System Details:

text file PDF

Summary:

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.

Contents:

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.

Other Format:

Printed edition:

ISBN:

9783540465966

Access Restriction:

Restricted for use by site license.