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

Language: English

Published by Springer, 1981

3540106901 / 9783540106906

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - '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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Bibliographic details

Title
Stochastic Integrals : Proceedings of the LMS Durham Symposium, July 7-17, 1980
Author
D. Williams
Publisher
Springer
Publication year
1981
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540106901
ISBN 13
9783540106906
Item weight
832 grams
Dimensions
235x155x30 mm

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