Stochastic Integrals

Proceedings of the LMS Durham Symposium, July 7-17, 1980

Häftad, Engelska, 1981

609 kr

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Produktinformation

Utgivningsdatum1981-04-01
Mått155 x 235 x 30 mm
Vikt832 g
FormatHäftad
SpråkEngelska
SerieLecture Notes in Mathematics
Antal sidor544
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783540106906

Tillhör följande kategorier

“To begin at the beginning: …”.- Stochastic integrals: Basic theory.- Stochastic integration and discontinuous martingales.- Martingales, the Malliavin calculus and Hörmander's theorem.- On a representation of local martingale additive functionals of symmetric diffusions.- Set-parametered martingales and multiple stochastic integration.- Generalized ornstein — Uhlenbeck processes as limits of interacting systems.- Weak and strong solutions of stochastic differential equations: Existence and stability.- On the decomposition of solutions of stochastic differential equations.- A differential geometric formalism for the ito calculus.- Homogenization and stochastic parallel displacement.- Bessel processes and infinitely divisible laws.- Euclidean quantum mechanics and stochastic integrals.- The malliavin calculus and its applications.- The probability functionals (Onsager-machlup functions) of diffusion processes.- Ito and girsanov formulae for two parameter processes.- Lp-inequalities for two-parameter martingales.- Dirichlet processes.- Brownian motion, negative curvature, and harmonic maps.- Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations.- Some markov processes and markov fields in quantum theory, group theory, hydrodynamics and C*-algebras.

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