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| 001 | 978-3-540-39186-9 | ||
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_a9783540391869 _9978-3-540-39186-9 |
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_a10.1007/BFb0081928 _2doi |
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_aStochastic Analysis and Related Topics _h[electronic resource] : _bProceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986 / _cedited by Hayri Korezlioglu, Ali Süleyman Ustunel. |
| 264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c1988. |
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| 300 |
_aIV, 371 p. _bonline resource. |
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| 336 |
_atext _btxt _2rdacontent |
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_acomputer _bc _2rdamedia |
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_aonline resource _bcr _2rdacarrier |
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| 490 | 1 |
_aLecture Notes in Mathematics, _x0075-8434 ; _v1316 |
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| 505 | 0 | _aA guide to the stochastic calculus of variations -- Nonclausal stochastic integrals and calculus -- Brownian motion, diffusions and infinite dimensional calculus -- La théorie des distributions en dimension quelconque et l'intégration 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'équations différentielles stochastiques stables -- A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times. | |
| 520 | _aThe 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. | ||
| 650 | 0 | _aDistribution (Probability theory. | |
| 650 | 0 | _aGlobal analysis (Mathematics). | |
| 650 | 0 | _aMathematical physics. | |
| 650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 | 2 | 4 |
_aAnalysis. _0http://scigraph.springernature.com/things/product-market-codes/M12007 |
| 650 | 2 | 4 |
_aMathematical Methods in Physics. _0http://scigraph.springernature.com/things/product-market-codes/P19013 |
| 650 | 2 | 4 |
_aNumerical and Computational Physics, Simulation. _0http://scigraph.springernature.com/things/product-market-codes/P19021 |
| 700 | 1 |
_aKorezlioglu, Hayri. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
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| 700 | 1 |
_aUstunel, Ali Süleyman. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
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| 710 | 2 | _aSpringerLink (Online service) | |
| 773 | 0 | _tSpringer eBooks | |
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_iPrinted edition: _z9783540193159 |
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_iPrinted edition: _z9783662181966 |
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_aLecture Notes in Mathematics, _x0075-8434 ; _v1316 |
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| 856 | 4 | 0 | _uhttps://doi.org/10.1007/BFb0081928 |
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