Cantitate/Preț
Produs

Barcelona Seminar on Stochastic Analysis: St. Feliu de Guíxols, 1991: Progress in Probability, cartea 32

Autor Nualart, Sanz Sole
en Limba Engleză Hardback – 1993
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.
Citește tot Restrânge

Din seria Progress in Probability

Preț: 37805 lei

Puncte Express: 567

Carte tipărită la comandă

Livrare economică 06-20 iunie


Specificații

ISBN-13: 9783764328337
ISBN-10: 3764328339
Pagini: 252
Ilustrații: IX, 238 p.
Dimensiuni: 155 x 235 x 25 mm
Greutate: 0.53 kg
Ediția:1993
Editura: Birkhäuser Basel
Colecția Birkhäuser
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.