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Catalogue Information
Field name	Details
Dewey Class	519.2
Title	Stochastic Integrals ([EBook] :) : Proceedings of the LMS Durham Symposium, July 7 – 17, 1980 / / edited by David Williams.
Added Personal Name	Williams, David editor.
Other name(s)	SpringerLink (Online service)
Publication	Berlin, Heidelberg : : Springer Berlin Heidelberg : : Imprint: Springer, , 1981.
Physical Details	XII, 544 p. : online resource.
Series	Lecture Notes in Mathematics 0075-8434 ; ; 851
ISBN	9783540386131
Contents note	“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-parameter martingales -- Dirichlet processes -- Brownian motion, negative curvature, and harmonic maps -- Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations -- Some markov processes and markov fields in quantum theory, group theory, hydrodynamics and C*-algebras.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/BFb0088719
Links to Related Works	Subject References: Mathematics . Probabilities . Probability theory and stochastic processes . Authors: Williams, David . Corporate Authors: SpringerLink (Online service) . Series: Lecture Notes in Mathematics . Classification: 519.2 .

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Stochastic Integrals: Proceedings of the LMS Durham Symposium, July 7 – 17, 1980

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