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Barcelona Seminar on Stochastic Analysis: St.Feliu de Guíxols, 1991

Barcelona Seminar on Stochastic Analysis: St.Feliu de Guíxols, 1991
Catalogue Information
Field name Details
Dewey Class 519.2
Title Barcelona Seminar on Stochastic Analysis ([EBook] :) : St.Feliu de Guíxols, 1991 / / edited by David Nualart, Marta Sanz Solé.
Added Personal Name Nualart, David editor.
Solé, Marta Sanz editor.
Other name(s) SpringerLink (Online service)
Publication Basel : : Birkhäuser Basel : : Imprint: Birkhäuser, , 1993.
Physical Details IX, 238 p. : online resource.
Series Progress in probability ; 32
ISBN 9783034885553
Summary Note 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.:
Contents note 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.
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/10.1007/978-3-0348-8555-3
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