Stochastic Integrals: Proceedings of the LMS Durham Symposium, July 7-17, 1980 (Lecture Notes in Mathematics, 851, Band 851) - Softcover

Softcover

ISBN 10: 3540106901 ISBN 13: 9783540106906

Verlag: Springer, 2009

Inhaltsangabe

"To begin at the beginning: ...".- Stochastic integrals: Basic theory.- Stochastic integration and discontinuous martingales.- Martingales, the Malliavin calculus and Hörmander's theorem.- On a representation of local martingale additive functionals of symmetric diffusions.- Set-parametered martingales and multiple stochastic integration.- Generalized ornstein - Uhlenbeck processes as limits of interacting systems.- Weak and strong solutions of stochastic differential equations: Existence and stability.- On the decomposition of solutions of stochastic differential equations.- A differential geometric formalism for the ito calculus.- Homogenization and stochastic parallel displacement.- Bessel processes and infinitely divisible laws.- Euclidean quantum mechanics and stochastic integrals.- The malliavin calculus and its applications.- The probability functionals (Onsager-machlup functions) of diffusion processes.- Ito and girsanov formulae for two parameter processes.- Lp-inequalities for two-parameter martingales.- Dirichlet processes.- Brownian motion, negative curvature, and harmonic maps.- Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations.- Some markov processes and markov fields in quantum theory, group theory, hydrodynamics and C*-algebras.

Details zur Ausgabe

• Verlag: Springer
• Erscheinungsdatum: 2009
• Sprache: Englisch
• ISBN 10: 3540106901
• ISBN 13: 9783540106906
• Einband: Taschenbuch
• Anzahl der Seiten: 556
• Herausgeber: Williams David
• Kontakt zum Hersteller: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Deutschland