Stochastic Integrals

Proceedings of the LMS Durham Symposium, July 7 – 17, 1980

  • Editors
  • David Williams

Part of the Lecture Notes in Mathematics book series (LNM, volume 851)

Table of contents

  1. Front Matter
    Pages N2-IX
  2. David Williams
    Pages 1-55
  3. L. C. G. Rogers
    Pages 56-71
  4. Jim Pitman, Marc Yor
    Pages 285-370
  5. Daniel W. Stroock
    Pages 394-432
  6. Ata Al-Hussaini, Robert J. Elliott
    Pages 464-469
  7. H. Föllmer
    Pages 476-478

About these proceedings

Keywords

Bessel process Brownian motion Dirichlet process Integrals Markov process Martingale Onsager-Machlup function Stochastisches Integral diffusion process local martingale

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0088719
  • Copyright Information Springer-Verlag Berlin Heidelberg 1981
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-10690-6
  • Online ISBN 978-3-540-38613-1
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book
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