Stochastic Integrals : Proceedings of the LMS Durham Symposium, July 7-17, 1980. 1st ed. 1981

種類:

電子ブック

責任表示:

edited by D. Williams

出版情報:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1981

著者名:

• Williams, D.
• SpringerLink (Online service)

シリーズ名:

Lecture Notes in Mathematics ; 851

ISBN:

9783540386131 [3540386130]    

注記:

“To begin at the beginning: …” -- Stochastic integrals: Basic theory -- Stochastic integration and discontinuous martingales -- Martingales, the Malliavin calculus and Hörmander's theorem -- On a representation of local martingale additive functionals of symmetric diffusions -- Set-parametered martingales and multiple stochastic integration -- Generalized ornstein — Uhlenbeck processes as limits of interacting systems -- Weak and strong solutions of stochastic differential equations: Existence and stability -- On the decomposition of solutions of stochastic differential equations -- A differential geometric formalism for the ito calculus -- Homogenization and stochastic parallel displacement -- Bessel processes and infinitely divisible laws -- Euclidean quantum mechanics and stochastic integrals -- The malliavin calculus and its applications -- The probability functionals (Onsager-machlup functions) of diffusion processes -- Ito and girsanov formulae for two parameter processes -- Lp-inequalities for two-para

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