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Stochastic Analysis and Related Topics: Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986

Name: Stochastic Analysis and Related Topics: Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986
ISBN: 9783540193159

Daniel L. Ocone (auth.), Hayri Korezlioglu, Ali Süleyman Ustunel (eds.)

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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.

Категории:

Mathematics

Година:

1988

Издание:

Издателство:

Springer-Verlag Berlin Heidelberg

Език:

english

Страници:

371

ISBN 10: