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Stochastic Integrals

Proceedings of the LMS Durham Symposium, July 7-17, 1980

  • Conference proceedings
  • © 1981

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Editors:
  1. David Williams
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Part of the book series: Lecture Notes in Mathematics (LNM, volume 851)

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Table of contents (21 papers)

  1. Front Matter

    Pages N2-IX
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  2. “To begin at the beginning: …”

    • David Williams
    Pages 1-55

  3. Stochastic integrals: Basic theory

    • L. C. G. Rogers
    Pages 56-71

  4. Stochastic integration and discontinuous martingales

    • Robert J. Elliott
    Pages 72-84

  5. Martingales, the Malliavin calculus and Hörmander's theorem

    • Jean-Michel Bismut
    Pages 85-109

  6. On a representation of local martingale additive functionals of symmetric diffusions

    • M. Fukushima
    Pages 110-118

  7. Set-parametered martingales and multiple stochastic integration

    • Bruce Hajek, Eugene Wong
    Pages 119-151

  8. Generalized ornstein — Uhlenbeck processes as limits of interacting systems

    • R. Holley, D. Stroock
    Pages 152-168

  9. Weak and strong solutions of stochastic differential equations: Existence and stability

    • Jean Jacod, Jean Memin
    Pages 169-212

  10. On the decomposition of solutions of stochastic differential equations

    • Hiroshi Kunita
    Pages 213-255

  11. A differential geometric formalism for the ito calculus

    • P. A. Meyer
    Pages 256-270

  12. Homogenization and stochastic parallel displacement

    • Mark A. Pinsky
    Pages 271-284

  13. Bessel processes and infinitely divisible laws

    • Jim Pitman, Marc Yor
    Pages 285-370

  14. Euclidean quantum mechanics and stochastic integrals

    • R. F. Streater
    Pages 371-393

  15. The malliavin calculus and its applications

    • Daniel W. Stroock
    Pages 394-432

  16. The probability functionals (Onsager-machlup functions) of diffusion processes

    • Y. Takahashi, S. Watanabe
    Pages 433-463

  17. Ito and girsanov formulae for two parameter processes

    • Ata Al-Hussaini, Robert J. Elliott
    Pages 464-469

  18. Lp-inequalities for two-parameter martingales

    • L. Chevalier
    Pages 470-475

  19. Dirichlet processes

    • H. Föllmer
    Pages 476-478

  20. Brownian motion, negative curvature, and harmonic maps

    • W. S. Kendall
    Pages 479-491
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Keywords

Bibliographic Information

  • Book Title: Stochastic Integrals

  • Book Subtitle: Proceedings of the LMS Durham Symposium, July 7-17, 1980

  • Editors: David Williams

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0088719

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1981

  • Softcover ISBN: 978-3-540-10690-6Published: 01 April 1981

  • eBook ISBN: 978-3-540-38613-1Published: 15 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: XII, 544

  • Topics: Probability Theory and Stochastic Processes

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