Stochastic Analysis and Related Topics

Korezlioglu, Hayri. Ustunel, Ali Suleyman

ISBN 10: 0817636668 / ISBN 13: 9780817636661

Published by Boston : Birkha user, 1992

About this Item

Fine copy in the original color printed boards. Particularly and uncommonly well-preserved; tight, bright, clean and especially sharp-cornered. ; 369 pages; Includes two main lectures given at the 3rd Silivri meeting in 1990, and other research papers. Subjects: Stochastic analysis. , Series: Progress in probability ; 31. 1 Kg.

Seller Inventory # 40903

Bibliographic Details

• Title: Stochastic Analysis and Related Topics
• Publisher: Boston : Birkha user
• Publication Date: 1992
• Language: English
• ISBN 10: 0817636668
• ISBN 13: 9780817636661
• Binding: Hardcover
• Edition: First Edition.

About this title

Synopsis

This volume contains a large spectrum of work: super processes, Dirichlet forms, anticipative stochastic calculus, random fields and Wiener space analysis. The first part of the volume consists of two main lectures given at the third Silivri meeting in 1990: 1. "Infinitely divisible random measures and superprocesses" by D.A. Dawson, 2. "Dirichlet forms on infinite dimensional spaces and appli­ cations" by M. Rockner. The second part consists of recent research papers all related to Stochastic Analysis, motivated by stochastic partial differ­ ential equations, Markov fields, the Malliavin calculus and the Feynman path integrals. We would herewith like to thank the ENST for its material support for the above mentioned meeting as well as for the ini­ tial preparation of this volume and to our friend and colleague Erhan Qmlar whose help and encouragement for the realization of this volume have been essential. H. Korezlioglu A. S. Ustiinel INFINITELY DIVISIBLE RANDOM MEASURES AND SUPERPROCESSES DONALD A. DAWSON 1. Introduction.

Synopsis

Presents recent research papers, all related to stochastic analysis, motivated by stochastic partial differential equations, Markov fields, the Malliavin calculus and Feynman path integrals. Topics covered include: super processes; Dirichlet forms; and anticipative stochastic calculus.