Stochastic Analysis and Related Topics

Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986

  • Editors
  • Hayri Korezlioglu
  • Ali Süleyman Ustunel

Part of the Lecture Notes in Mathematics book series (LNM, volume 1316)

About these proceedings

Introduction

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.

Keywords

Brownian motion Stochastic calculus Stochastic processes Theoretical physics abstract Wiener space calculus differential equation stochastic process

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0081928
  • Copyright Information Springer-Verlag Berlin Heidelberg 1988
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-19315-9
  • Online ISBN 978-3-540-39186-9
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book
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