Stochastic Analysis and Related Topics : Proceedings of a Workshop held in Silivri, Turkey, July 7 9, 1986
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 function...
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| Outros autores: | , |
| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Series: | Lecture notes in mathematics
1316 |
| Sujets: | |
| Acceso en liña: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après la consultation, 2024-10-16 Numérisation de l'édition de Berlin, Heidelberg : Springer-Verlag, cop. 1988 La pagination de l'édition imprimée correspondante est de : 371 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic analysis and related topics, proceedings of a workshop held in Silivri, Turkey, July 7-9, 1986, H. Korezlioglu, A.S. Ustunel (eds.), 1988, Berlin, Springer-Verlag, 1 volume (371 pages), Lecture notes in mathematics, 3-540-19315-4 • Stochastic Analysis and Related Topics, Texte imprimé, 9783662181966 |
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| 111 | 2 | |a Meeting on stochastic analysis and related topics |n (8 |d :1986 |c :Silivri, Turquie). | |
| 245 | 1 | 0 | |a Stochastic Analysis and Related Topics : |b Proceedings of a Workshop held in Silivri, Turkey, July 7 9, 1986 |c [edited by] H. Korezlioglu, A. S. Ustune. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in mathematics |v 1316 |x 1617-9692 | |
| 500 | |a Description d'après la consultation, 2024-10-16 | ||
| 500 | |a Numérisation de l'édition de Berlin, Heidelberg : Springer-Verlag, cop. 1988 | ||
| 500 | |a La pagination de l'édition imprimée correspondante est de : 371 p. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a 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. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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. | ||
| 650 | |a Processus de mouvement brownien | ||
| 650 | |a Analyse stochastique | ||
| 650 | |a Processus de diffusion | ||
| 650 | |a Analyse fonctionnelle | ||
| 650 | |a Physique mathématique | ||
| 650 | |a Équations aux dérivées partielles stochastiques | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Korezlioglu, Hayri, |d 1930-...., |c mathématicien. |4 pbd | |
| 700 | 1 | |a Üstünel, Ali Süleyman, |d 19..-...., |c enseignant-chercheur. |4 pbd | |
| 710 | 2 | |a İstanbul üniversitesi. |4 orm | |
| 776 | 0 | |0 020793596 |t Stochastic analysis and related topics |o proceedings of a workshop held in Silivri, Turkey, July 7-9, 1986 |f H. Korezlioglu, A.S. Ustunel (eds.) |d 1988 |c Berlin |n Springer-Verlag |p 1 volume (371 pages) |s Lecture notes in mathematics |z 3-540-19315-4 | |
| 776 | 0 | |t Stochastic Analysis and Related Topics |b Texte imprimé |z 9783662181966 | |
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