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Stochastic Analysis and Related Topics

Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986

  • Conference proceedings
  • © 1988

Overview

Editors:
  1. Hayri Korezlioglu
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  2. Ali Süleyman Ustunel
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Part of the book series: Lecture Notes in Mathematics (LNM, volume 1316)

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Table of contents (12 papers)

  1. Front Matter

    Pages N2-iv
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  2. A guide to the stochastic calculus of variations

    • Daniel L. Ocone
    Pages 1-79

  3. Nonclausal stochastic integrals and calculus

    • David Nualart
    Pages 80-129

  4. Brownian motion, diffusions and infinite dimensional calculus

    • Hui-Hsiung Kuo
    Pages 130-169

  5. La théorie des distributions en dimension quelconque et l'intégration stochastique

    • Paul Kree
    Pages 170-233

  6. An ito formula for processes with values in an abstract Wiener space

    • H. Korezlioglu, A. S. Ustunel
    Pages 234-246

  7. Some comments on the filtering of diffusions and the malliavin calculus

    • A. S. Ustunel
    Pages 247-266

  8. Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence

    • Jean Picard
    Pages 267-287

  9. Brownian motion and harmonic forms

    • K. D. Elworthy
    Pages 288-304

  10. An extension of ventsel-freidlin estimates

    • P. Baldi, M. Chaleyat-Maurel
    Pages 305-327

  11. Uniqueness of the solutions of the filtering equation with observations on a riemannian symmetric space

    • Monique Pontier, Jacques Szpirglas
    Pages 328-339

  12. Majoration a priori des solutions d'équations différentielles stochastiques stables

    • M. Bernard Lapeyre
    Pages 340-351

  13. A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times

    • Robert Cohen
    Pages 352-371

  14. Back Matter

    Pages 377-383
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Keywords

About this book

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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