Proceedings of the International Conference on Stochastic Analysis and Applications

Hammamet, 2001

  • Sergio Albeverio
  • Anne Boutet de Monvel
  • Habib Ouerdiane
Conference proceedings

Table of contents

  1. Front Matter
    Pages i-ix
  2. Philippe Blanchard, Robert Olkiewicz
    Pages 1-15
  3. Nobuaki Obata, Habib Ouerdiane
    Pages 53-68
  4. Margarida de Faria, Anis Rezgui, Ludwig Streit
    Pages 95-106
  5. Yuh-Jia Lee, Chen-Chih Huang
    Pages 107-127
  6. Un Cig Ji, Kyung Pil Lim
    Pages 129-143
  7. Andrea Posilicano, Stefania Ugolini
    Pages 185-197
  8. Khaled Bahlali, El Hassan Essaky, Boubakeur Labed
    Pages 199-216
  9. Nedra Belhaj Rhouma, Mounir Bezzarga
    Pages 217-237
  10. Luigi Accardi, Andreas Boukas
    Pages 267-301

About these proceedings

Introduction

Stochastic analysis is a field of mathematical research having numerous interactions with other domains of mathematics such as partial differential equations, riemannian path spaces, dynamical systems, optimization. It also has many links with applications in engineering, finance, quantum physics, and other fields. This book covers recent and diverse aspects of stochastic and infinite-dimensional analysis. The included papers are written from a variety of standpoints (white noise analysis, Malliavin calculus, quantum stochastic calculus) by the contributors, and provide a broad coverage of the subject.

This volume will be useful to graduate students and research mathematicians wishing to get acquainted with recent developments in the field of stochastic analysis.

Keywords

Brownian bridge Brownian motion Martingale Stochastic calculus Stochastic processes brandonwiskunde diffusion process ergodicity local time partial differential equation path space stochastic process

Editors and affiliations

  • Sergio Albeverio
    • 1
  • Anne Boutet de Monvel
    • 2
  • Habib Ouerdiane
    • 3
  1. 1.University of BonnBonnGermany
  2. 2.University Paris 7ParisFrance
  3. 3.Tunis UniversityTunisTunisia

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4020-2468-9
  • Copyright Information Springer Science+Business Media B.V. 2004
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-90-481-6661-9
  • Online ISBN 978-1-4020-2468-9
  • About this book