UID:
edocfu_9959185635502883
Format:
1 online resource (XII, 544 p.)
Edition:
1st ed. 1981.
Edition:
Online edition Springer Lecture Notes Archive ; 041142-5
ISBN:
3-540-38613-0
Series Statement:
Lecture Notes in Mathematics, 851
Note:
Bibliographic Level Mode of Issuance: Monograph
,
“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.
,
English
In:
Springer eBooks
Additional Edition:
ISBN 3-540-10690-1
Language:
English
URL:
http://dx.doi.org/10.1007/BFb0088719
