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© 1990

Stochastic Analysis and Related Topics II

Proceedings of a Second Workshop held in Silivri, Turkey, July 18–30, 1988

  • Editors
  • Hayri Korezlioglu
  • Ali Suleyman Ustunel
Conference proceedings

Part of the Lecture Notes in Mathematics book series (LNM, volume 1444)

About these proceedings

Introduction

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.

Keywords

Dirichlet form Stochastic calculus calculus differential equation diffusion process large deviations malliavin calculus stochastic analysis stochastic differential equations

Bibliographic information

  • Book Title Stochastic Analysis and Related Topics II
  • Book Subtitle Proceedings of a Second Workshop held in Silivri, Turkey, July 18–30, 1988
  • Editors Hayri Korezlioglu
    Ali S. Ustunel
  • Series Title Lecture Notes in Mathematics
  • Series Abbreviated Title Lecture Notes in Mathematics
  • DOI https://doi.org/10.1007/BFb0083608
  • Copyright Information Springer-Verlag Berlin Heidelberg 1990
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-3-540-53064-0
  • eBook ISBN 978-3-540-46596-6
  • Series ISSN 0075-8434
  • Series E-ISSN 1617-9692
  • Edition Number 1
  • Number of Pages VIII, 276
  • Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
  • Topics Probability Theory and Stochastic Processes
    Analysis
  • Buy this book on publisher's site
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