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Progress in Probability Ser.: Barcelona Seminar on Stochastic Analysis by Marta Sanz Sole and D. Nualart (1993, Hardcover)

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Barcelona Seminar on Stochastic Analysis by Nualart, Sanz Sole. Author Nualart, Sanz Sole. 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.

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Product Information

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.

Product Identifiers

Publisher
Springer Basel A&G
ISBN-10
3764328339
ISBN-13
9783764328337
eBay Product ID (ePID)
4649808

Product Key Features

Author
D. Nualart, Marta Sanz Sole
Publication Name
Barcelona Seminar on Stochastic Analysis
Format
Hardcover
Language
English
Series
Progress in Probability Ser.
Publication Year
1993
Type
Textbook
Number of Pages
IX, 238 Pages

Dimensions

Item Length
9.3in
Item Width
6.1in
Item Weight
41.3 Oz

Additional Product Features

Series Volume Number
32
Number of Volumes
1 Vol.
Lc Classification Number
Qa273.A1-274.9
Table of Content
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.
Copyright Date
1993
Topic
Probability & Statistics / Stochastic Processes, Probability & Statistics / General
Intended Audience
Scholarly & Professional
Illustrated
Yes
Genre
Non-Classifiable, Mathematics

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Progress in Probability Ser.: Barcelona Seminar on Stochastic Analysis by Marta Sanz Sole and D. Nualart (1993, Hardcover)

About this product

Product Information

Product Identifiers

Product Key Features

Dimensions

Additional Product Features

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