Stochastic Analysis and Related Topics II. Proceedings of a Second Workshop held in Silivri, Turkey, July 18-30, 1988.

Korezlioglu, Hayri und Ali S. Ustunel,

ISBN 10: 3540530649 / ISBN 13: 9783540530640

Editore: Springer Berlin, 1990

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276 pages Ex-Library book in good condition. 9783540530640 Sprache: Englisch Gewicht in Gramm: 821.

Codice articolo 1162104

Dati bibliografici

• Titolo: Stochastic Analysis and Related Topics II. Proceedings of a Second Workshop held in Silivri, Turkey, July 18-30, 1988.
• Editore: Springer Berlin
• Data di pubblicazione: 1990
• Lingua: Inglese
• ISBN 10: 3540530649
• ISBN 13: 9783540530640
• Rilegatura: Brossura
• Cataloghi dei venditori:
  • AA Varia

Descrizione articolo

Riassunto

The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.

Contenuti

Short time asymptotic problems in Wiener functional integration theory. Applications to heat kernels and index theorems.- Applications of anticipating stochastic calculus to stochastic differential equations.- A new class of distributions on Wiener spaces.- Some remarks on independence and conditioning on Wiener space.- Some results on Lipschitzian stochastic differential equations by Dirichlet forms methods.- On generalized multiple stochastic integrals and multiparameter anticipative calculus.- Un crochet non-symétrique en calcul stochastique anticipatif.- Large deviations and the functional Levy’s modulus for invariant diffusions.- On polar sets for hypoelliptic diffusion processes.- New results on the Schrödinger semigroups with potentials given by signed smooth measures.- Linear extrapolation concerning Hilbert valued planar functions.