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 |
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