Ebook: Stochastic Analysis and Related Topics: Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986
- Genre: Mathematics // Probability
- Tags: Probability Theory and Stochastic Processes, Analysis, Mathematical Methods in Physics, Numerical and Computational Methods
- Series: Lecture Notes in Mathematics 1316
- Year: 1988
- Publisher: Springer-Verlag Berlin Heidelberg
- City: Berlin; New York
- Edition: 1
- Language: English-French
- djvu
The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.
This text presents the proceedings of a workshop held in silivri in 1994 on the subject of stochastic analysis. It should particularly appeal to people in mathematical finance.
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