Stochastic Analysis and Related Topics II

Proceedings of a Second Workshop held in Silivri, Turkey, July 18–30, 1988

  • Editors
  • Hayri Korezlioglu
  • Ali Suleyman Ustunel

Part of the Lecture Notes in Mathematics book series (LNM, volume 1444)

About these proceedings

Introduction

The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.

Keywords

Dirichlet form Stochastic calculus calculus differential equation diffusion process large deviations malliavin calculus stochastic analysis stochastic differential equations

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0083608
  • Copyright Information Springer-Verlag Berlin Heidelberg 1990
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-53064-0
  • Online ISBN 978-3-540-46596-6
  • Series Print ISSN 0075-8434
  • Series Online ISSN 1617-9692
  • About this book