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Stochastic Analysis and Related Topics: Proceedings of a Workshop held in Silivri, Turkey, July 7-9, 1986: 1316 - Brossura
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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.
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Contenuti
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.
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Stochastic nalysis and related topics. Proceedings of.
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Softcover. 371 p. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-04752 3540193154 Sprache: Englisch Gewicht in Gramm: 550. Codice articolo 2490992
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Stochastic Analysis and Related Topics : Proceedings of a Workshop held in Silivri, Turkey, July 7¿9, 1986
Editore:
Springer Berlin Heidelberg, 1988
ISBN 10: 3540193154
ISBN 13: 9783540193159
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Condizione: Gut. Zustand: Gut | Seiten: 376 | Sprache: Englisch | Produktart: Bücher. Codice articolo 4375306/203
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Stochastic Analysis and Related Topics
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Condizione: New. pp. 376. Codice articolo 261785479
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Stochastic Analysis and Related Topics
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Condizione: New. pp. 376. Codice articolo 181785485
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Stochastic Analysis and Related Topics
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Condizione: New. pp. 376 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam. Codice articolo 7111000
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Stochastic Analysis and Related Topics
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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, t. Codice articolo 4884110
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Stochastic Analysis and Related Topics
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Springer Berlin Heidelberg Mai 1988, 1988
ISBN 10: 3540193154
ISBN 13: 9783540193159
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 376 pp. Englisch, Französisch. Codice articolo 9783540193159
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Stochastic Analysis and Related Topics (Lecture Notes in Mathematics)
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Stochastic Analysis and Related Topics : Proceedings of a Workshop held in Silivri, Turkey, July 7¿9, 1986
Editore:
Springer Berlin Heidelberg, 1988
ISBN 10: 3540193154
ISBN 13: 9783540193159
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Codice articolo 9783540193159
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Stochastic Analysis and Related Topics
ISBN 10: 3540193154
ISBN 13: 9783540193159
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Taschenbuch. Condizione: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 376 pp. Englisch. Codice articolo 9783540193159
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