Stochastic analysis and related topics
Subtitle: proceedings of a workshop held in Silivri, Turkey, July 7-9, 1986
By: H. Korezlioglu, A.S. Ustunel (eds.)
Contributors: Korezlioglu, H.; Ustunel, A. S.
Series: Lecture notes in mathematics ;; 1316; Lecture notes in mathematics (Springer-Verlag) ;; 1316.
Publisher: Springer-Verlag; Springer
Published: 1988
Place of publication: Berlin; New York
Language: eng
Number of pages: 371
Subjects: Stochastic analysis -- Congresses.; Functional analysis -- Congresses.; Stochastic partial differential equations -- Congresses.; Brownian motion processes -- Congresses.; Diffusion processes -- Congresses.
Description: The 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.
Notes: Includes bibliographies.