Ebook: Stochastic Analysis and Related Topics: Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986

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.

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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.

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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.
Content:
Front Matter....Pages -
A guide to the stochastic calculus of variations....Pages 1-79
Nonclausal stochastic integrals and calculus....Pages 80-129
Brownian motion, diffusions and infinite dimensional calculus....Pages 130-169
La th?orie des distributions en dimension quelconque et l'int?gration stochastique....Pages 170-233
An ito formula for processes with values in an abstract Wiener space....Pages 234-246
Some comments on the filtering of diffusions and the malliavin calculus....Pages 247-266
Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence....Pages 267-287
Brownian motion and harmonic forms....Pages 288-304
An extension of ventsel-freidlin estimates....Pages 305-327
Uniqueness of the solutions of the filtering equation with observations on a riemannian symmetric space....Pages 328-339
Majoration a priori des solutions d'?quations diff?rentielles stochastiques stables....Pages 340-351
A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times....Pages 352-371

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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.
Content:
Front Matter....Pages -
A guide to the stochastic calculus of variations....Pages 1-79
Nonclausal stochastic integrals and calculus....Pages 80-129
Brownian motion, diffusions and infinite dimensional calculus....Pages 130-169
La th?orie des distributions en dimension quelconque et l'int?gration stochastique....Pages 170-233
An ito formula for processes with values in an abstract Wiener space....Pages 234-246
Some comments on the filtering of diffusions and the malliavin calculus....Pages 247-266
Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence....Pages 267-287
Brownian motion and harmonic forms....Pages 288-304
An extension of ventsel-freidlin estimates....Pages 305-327
Uniqueness of the solutions of the filtering equation with observations on a riemannian symmetric space....Pages 328-339
Majoration a priori des solutions d'?quations diff?rentielles stochastiques stables....Pages 340-351
A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times....Pages 352-371
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