Barcelona Seminar on Stochastic Analysis

1. Front Matter

   Pages i-ix

   PDF

2. Modulus of Continuity for Stochastic Flows

   • Paolo Baldi, Marta Sanz-Solé

   Pages 1-20

3. Nonlinear Skorohod Stochastic Differential Equations

   • Rainer Buckdahn

   Pages 21-39

4. Ornstein-Uhlenbeck Processes as Bernstein Processes

   • A. B. Cruzeiro, J. C. Zambrini

   Pages 40-61

5. A Convergence Criterion for Measure-Valued Processes, and Application to Continuous Superprocesses

   • Luis G. Gorostiza, J. Alfredo López-Mimbela

   Pages 62-71

6. A simple proof for a large deviation theorem

   • Rémi Léandre

   Pages 72-76

7. Universal Wiener Space

   • Paul Malliavin

   Pages 77-102

8. On the Support of a Skorohod Anticipating Stochastic Differential Equation

   • Annie Millet, Marta Sanz-Solé

   Pages 103-131

9. Positive and Strongly Positive Wiener Functionals

   • David Nualart, Moshe Zakai

   Pages 132-146

10. A Symmetry Characterization of Conditionally Independent Increment Martingales

    • Daniel L. Ocone

    Pages 147-167

11. The Stochastic Volterra Equation

    • Bernt Øksendal, Tu-Sheng Zhang

    Pages 168-202

12. Exponential estimates for convex norms and some applications

    • L. A. Shepp, O. Zeitouni

    Pages 203-215

13. Reflected Brownian Motion: Hunt Processes and Semimartingale Representation

    • R. J. Williams

    Pages 216-221

14. The Fractional Calculus and Stochastic Evolution Equations

    • J. Zabczyk

    Pages 222-234

15. Back Matter

    Pages 235-238

    PDF

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.

• Brownian motion
• Evolution
• Hunt process
• Martingale
• Ornstein-Uhlenbeck process
• Semimartingale
• calculus
• reflected Brownian motion

• Facultat de Matemàtiques, Universitat de Barcelona, Barcelona, Spain

  David Nualart, Marta Sanz Solé

Policies and ethics