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Stochastic Analysis and Related Topics

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 function...

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Detalles Bibliográficos
Autores principales: Korezlioglu, Hayri, Ustunel, Ali
Lenguaje:eng
Publicado: Springer 1988
Materias:
Acceso en línea:https://dx.doi.org/10.1007/BFb0081928
http://cds.cern.ch/record/1696013
Descripción
Sumario: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.