Title | Itรด's Stochastic Calculus and Probability Theory [electronic resource] / edited by Nobuyuki Ikeda, Shinzo Watanabe, Masatoshi Fukushima, Hiroshi Kunita |
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Imprint | Tokyo : Springer Japan, 1996 |
Connect to | http://dx.doi.org/10.1007/978-4-431-68532-6 |
Descript | XIV, 422 p. online resource |
Lรฉvy measure of superprocesses; Absorption processes -- A class of integration by parts formulae in stochastic analysis I -- Smooth measures and continuous additive functionals of right Markov processes -- On the decomposition of additive functionals of reflecting Brownian motions -- Equilibrium fluctuations for lattice gas -- Hall's transform and the Segal-Bargmann map -- Lagrangian for pinned diffusion process -- Short time asymptotics and an approximation for the heat kernel of a singular diffusion -- Van Vleck-Pauli formula for Wiener integrals and Jacobi fields -- Some recent developments in nonlinear filtering theory -- Detecting a single defect in a scenery by observing the scenery along a random walk path -- Analytic approach to Yor's formula of exponential additive functionals of Brownian motion -- Stochastic differential equations with jumps and stochastic flows of diffeomorphisms -- A remark on American securities -- Calculus for multiplicative functionals, Itรด's formula and differential equations -- A Martin boundary connected with the ?-volume limit of the focussing cubic Schrรถdinger equation -- Diffusion processes on an open time interval and their time reversal -- On sensitive control and differential games in infinite dimensional space -- Decomposition at the maximum for excursions and bridges of one-dimensional diffusions -- Interacting diffusion systems over Zd -- A Kรคhler metric on a based loop group and a covariant differentiation -- Burgers system driven by a periodic stochastic flow -- An estimate on the Hessian of the heat kernel -- Environment-wise central limit theorem for a diffusion in a Brownian environment with large drift -- The complex story of simple exclusion -- Lรฉvy's stochastic area formula and Brownian motion on compact Lie groups -- Principal values of Brownian local times and their related topics