Stochastic Integrals : Proceedings of the LMS Durham Symposium, July 7 17, 1980
Na minha lista:
| Autor Corporativo: | |
|---|---|
| Outros Autores: | |
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Colecção: | Lecture notes in mathematics
851 |
| Assuntos: | |
| Acesso em linha: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic integrals, proceedings of the LMS Durham symposium, July 7-17, 1980, edited by D. Williams, 1981, Berlin [etc.], Springer-Verlag, 1 volume (viii-540 pages), Lecture notes in mathematics, 0-387-10690-1 • Stochastic Integrals, Texte imprimé, 9783662194966 |
Sumário:
- 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.