Overview

The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.

Full Product Details

Author:   Hayri Korezlioglu ,  Ali S. Ustunel
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   Softcover reprint of the original 1st ed. 1988
Volume:   1316
Dimensions:   Width: 15.50cm , Height: 1.90cm , Length: 23.50cm
Weight:   0.575kg
ISBN:  

9783540193159

ISBN 10:   3540193154
Pages:   371
Publication Date:   25 May 1988
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock  
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.
Language:   English & French

Table of Contents

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.

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