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TitleStochastic Analysis and Related Topics II [electronic resource] : Proceedings of a Second Workshop held in Silivri, Turkey, July 18-30, 1988 / edited by Hayri Korezlioglu, Ali Suleyman Ustunel
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1990
Connect tohttp://dx.doi.org/10.1007/BFb0083608
Descript VIII, 276 p. online resource

SUMMARY

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


CONTENT

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-symรฉtrique en calcul stochastique anticipatif -- Large deviations and the functional Levyโ{128}{153}s modulus for invariant diffusions -- On polar sets for hypoelliptic diffusion processes -- New results on the Schrรถdinger semigroups with potentials given by signed smooth measures -- Linear extrapolation concerning Hilbert valued planar functions


Mathematics Mathematical analysis Analysis (Mathematics) Probabilities Mathematics Probability Theory and Stochastic Processes Analysis



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