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Barcelona Seminar on Stochastic Analysis: Progress in Probability, cartea 32

Autor Nualart, Sanz Sole
en Limba Engleză Paperback – 28 sep 2012
During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the study of stochastic analysis. Prominent workers in this field visited the Center from all over the world for periods ranging from a few days to several weeks. To take advantage of the presence in Barcelona of so many special­ ists in stochastic analysis, we organized a workshop on the subject in Sant Feliu de Guixols (Girona) that provided an opportunity for them to ex­ change information and ideas about their current work. Topics discussed included: Analysis on the Wiener space, Anticipating Stochastic Calculus and its Applications, Correlation Inequalities, Stochastic Flows, Reflected Semimartingales, and others. This volume contains a refereed selection of contributions from some of the participants in this workshop. We are deeply indebted to the authors of the articles for these exposi­ tions of their valuable research contributions. We also would like to thank all the referees for their helpful advice in making the volume a reflection of the dynamic interchange that characterized the workshop. The success of the Seminar was due essentially to the enthusiasm and stimulating discus­ sions of all the participants in an informal and pleasant atmosphere. To all of them our warm gratitude.
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Specificații

ISBN-13: 9783034896771
ISBN-10: 3034896778
Pagini: 252
Ilustrații: IX, 238 p.
Dimensiuni: 155 x 235 x 14 mm
Greutate: 0.39 kg
Ediția:Softcover reprint of the original 1st ed. 1993
Editura: birkhäuser
Colecția Progress in Probability
Seria Progress in Probability

Locul publicării:Basel, Switzerland

Public țintă

Research

Cuprins

Modulus of Continuity for Stochastic Flows.- Nonlinear Skorohod Stochastic Differential Equations.- Ornstein-Uhlenbeck Processes as Bernstein Processes.- A Convergence Criterion for Measure-Valued Processes, and Application to Continuous Superprocesses.- A simple proof for a large deviation theorem.- Universal Wiener Space.- On the Support of a Skorohod Anticipating Stochastic Differential Equation.- Positive and Strongly Positive Wiener Functional.- A Symmetry Characterization of Conditionally Independent Increment Martingales.- The Stochastic Volterra Equation.- Exponential Estimates for Convex Norms and Some Applications.- Reflected Brownian Motion: Hunt Processes and Semimartingale Representation.- The Fractional Calculus and Stochastic Evolution Equations.