Stochastic integrals : proceedings of the LMS Durham Symposium, July 7-17, 1980
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Stochastic integrals : proceedings of the LMS Durham Symposium, July 7-17, 1980
（Lecture notes in mathematics, 851）
Springer-Verlag, 1981
- : Berlin
- : New York
Available at / 71 libraries
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Library, Research Institute for Mathematical Sciences, Kyoto University数研
L/N||LNM||8518107019S
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Hokkaido University, Library, Graduate School of Science, Faculty of Science and School of Science研究室
: Berlin510/L4972021112137
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Description and Table of Contents
Table of Contents
"To begin at the beginning: ...".- Stochastic integrals: Basic theory.- Stochastic integration and discontinuous martingales.- Martingales, the Malliavin calculus and Hoermander'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.
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