Stochastic Integrals : Proceedings of the LMS Durham Symposium, July 7-17, 1980
Language: English
Published by Springer, 1981
- Softcover
- Used
Condition: Used - Fine
Current price: £ 27.15
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Zustand: Sehr gut | Seiten: 556 | Sprache: Englisch | Produktart: Bücher | ¿To begin at the beginning: ¿¿.- Stochastic integrals: Basic theory.- Stochastic integration and discontinuous martingales.- Martingales, the Malliavin calculus and H¿rmander'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
- Unbekannt
- Publisher
- Springer
- Publication year
- 1981
- Condition
- Sehr gut
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 3540106901
- ISBN 13
- 9783540106906
- Seller catalogs
- Bücher
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