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Barcelona Seminar on Stochastic Analysis

St.Feliu de Guíxols, 1991

  • David Nualart
  • Marta Sanz Solé

Part of the Progress in Probability book series (PRPR, volume 32)

Table of contents

  1. Front Matter
    Pages i-ix
  2. Paolo Baldi, Marta Sanz-Solé
    Pages 1-20
  3. A. B. Cruzeiro, J. C. Zambrini
    Pages 40-61
  4. Paul Malliavin
    Pages 77-102
  5. David Nualart, Moshe Zakai
    Pages 132-146
  6. Bernt Øksendal, Tu-Sheng Zhang
    Pages 168-202
  7. L. A. Shepp, O. Zeitouni
    Pages 203-215
  8. Back Matter
    Pages 235-238

About this book

Introduction

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.

Keywords

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

Editors and affiliations

  • David Nualart
    • 1
  • Marta Sanz Solé
    • 1
  1. 1.Facultat de MatemàtiquesUniversitat de BarcelonaBarcelonaSpain

Bibliographic information