Title | Stochastic Analysis and Related Topics [electronic resource] : Proceedings of a Workshop held in Silivri, Turkey, July 7-9, 1986 / edited by Hayri Korezlioglu, Ali Sรผleyman Ustunel |
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Imprint | Berlin, Heidelberg : Springer Berlin Heidelberg, 1988 |

Connect to | http://dx.doi.org/10.1007/BFb0081928 |

Descript | IV, 371 p. online resource |

SUMMARY

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

CONTENT

A guide to the stochastic calculus of variations -- Nonclausal stochastic integrals and calculus -- Brownian motion, diffusions and infinite dimensional calculus -- La thรฉorie des distributions en dimension quelconque et l'intรฉgration 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'รฉquations diffรฉrentielles stochastiques stables -- A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times

Mathematics
Mathematical analysis
Analysis (Mathematics)
Probabilities
Physics
Mathematics
Probability Theory and Stochastic Processes
Analysis
Mathematical Methods in Physics
Numerical and Computational Physics