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

 
9783540106906: Stochastic Integrals: Proceedings of the LMS Durham Symposium, July 7-17, 1980 (Lecture Notes in Mathematics, 851, Band 851)
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.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Über die Autorin bzw. den Autor

David Williams is the translator of Dubravka Ugresi?'s Karaoke Culture (2011) and Miljenko Jergovi?'s Mama Leone (2012). He holds a doctorate in Comparative Literature from the University of Auckland, New Zealand, has taught at the Universities of East Sarajevo, Bosnia and Herzegovina; Belgrade and Novi Sad, Serbia; and Auckland, New Zealand, and held postdoctoral fellowships at the Universities of Leipzig and Konstanz, Germany.

Von der hinteren Coverseite

"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.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2009
Sprache
Englisch
ISBN 10 
3540106901
ISBN 13 
9783540106906
Einband
Taschenbuch
Anzahl der Seiten
556
Herausgeber
Williams D.
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