𝔖 Scriptorium
✦   LIBER   ✦
📁

Stochastic Analysis and Related Topics

✍ Scribed by Donald A. Dawson (auth.), H. Körezlioğlu, A. S. Üstünel (eds.)

Publisher
Birkhäuser Basel
Year
1992
Tongue
English
Leaves
371
Series
Progress in Probability 31
Edition
1
Category
Library
⬇  Acquire This Volume

No coin nor oath required. For personal study only.

✦ Table of Contents

Front Matter....Pages i-v
Infinitely Divisible Random Measures and Superprocesses....Pages 1-129
Dirichlet Forms on Infinite Dimensional State Space and Applications....Pages 131-185
Law of Large Numbers and the Central Limit Theorem for Distributions on the Wiener Space....Pages 187-196
Une formule d’Itô dans des espaces de Banach, et application....Pages 197-209
Un Calcul Anticipatif sur une Variete Riemannienne Compacte....Pages 211-235
Distributions, Feynman Integrals and Measures on Abstract Wiener Spaces....Pages 237-284
Small Stochastic Perturbation of a One-Dimensional Wave Equation....Pages 285-332
An Ergodic Result for Critical Spatial Branching Processes....Pages 333-341
Some Remarks on the Conditional Independence and the Markov Property....Pages 343-363
The Wiener Chaos Expansion of Certain Radon-Nikodym Derivatives....Pages 365-369
Back Matter....Pages 371-372

✦ Subjects

Probability Theory and Stochastic Processes; Applications of Mathematics

📜 SIMILAR VOLUMES

Stochastic Analysis and Related Topics (
📁 Stochastic Analysis and Related Topics (Lecture Notes in Mathematics)
✍ H. Korezlioglu (editor), A.S. Ustunel (editor) 📂 Library 📅 1988 🏛 Springer-Verlag 🌐 English

<span>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 fu

Stochastic Analysis and Related Topics V
📁 Stochastic Analysis and Related Topics VII: Proceedings of the Seventh Silivri Workshop
✍ L. Gross (auth.), Laurent Decreusefond, Bernt K. Øksendal, Ali Süleyman Üstünel 📂 Library 📅 2001 🏛 Birkhäuser Basel 🌐 English

<p>One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard

Stochastic Analysis and Related Topics V
📁 Stochastic Analysis and Related Topics VIII: Silivri Workshop in Gazimagusa (North Cyprus), September 2000
✍ A. E. Bashirov (auth.), Uluğ Çapar, Ali Süleyman Üstünel (eds.) 📂 Library 📅 2003 🏛 Birkhäuser Basel 🌐 English

<P>Over the last years, stochastic analysis has had an enormous progress with the impetus originating from different branches of mathematics: PDE's and the Malliavin calculus, quantum physics, path space analysis on curved manifolds via probabilistic methods, and more.</P><P>This volume contains sel

Stochastic Analysis and Related Topics:
📁 Stochastic Analysis and Related Topics: A Festschrift in Honor of Rodrigo Bañuelos
✍ Fabrice Baudoin, Jonathon Peterson (eds.) 📂 Library 📅 2017 🏛 Birkhäuser Basel 🌐 English

<p>The articles in this collection are a sampling of some of the research presented during the conference “Stochastic Analysis and Related Topics”, held in May of 2015 at Purdue University in honor of the 60<sup>th</sup> birthday of Rodrigo Bañuelos. A wide variety of topics in probability theory is

Topics in Stochastic Analysis and Nonpar
📁 Topics in Stochastic Analysis and Nonparametric Estimation
✍ Mark Freidlin, Alexander Wentzell (auth.), Pao-Liu Chow, George Yin, Boris Mordu 📂 Library 📅 2008 🏛 Springer-Verlag New York 🌐 English

<p>To assess the past achievement and to provide a road map for future research, an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held at Wayne State University, September 15-17, 2006.