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Second Workshop on Stochastic Analysis and Related Topics

The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic different...

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Detalles Bibliográficos
Autores principales: Korezlioglu, Hayri, Ustunel, Ali
Lenguaje:eng
Publicado: Springer 1990
Materias:
Acceso en línea:https://dx.doi.org/10.1007/BFb0083608
http://cds.cern.ch/record/1696166
Descripción
Sumario:The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.