Stochastic Analysis and Related Topics

1. Front Matter

   Pages N2-iv

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2. A guide to the stochastic calculus of variations

   • Daniel L. Ocone

   Pages 1-79

3. Nonclausal stochastic integrals and calculus

   • David Nualart

   Pages 80-129

4. Brownian motion, diffusions and infinite dimensional calculus

   • Hui-Hsiung Kuo

   Pages 130-169

5. La théorie des distributions en dimension quelconque et l'intégration stochastique

   • Paul Kree

   Pages 170-233

6. An ito formula for processes with values in an abstract Wiener space

   • H. Korezlioglu, A. S. Ustunel

   Pages 234-246

7. Some comments on the filtering of diffusions and the malliavin calculus

   • A. S. Ustunel

   Pages 247-266

8. Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence

   • Jean Picard

   Pages 267-287

9. Brownian motion and harmonic forms

   • K. D. Elworthy

   Pages 288-304

10. An extension of ventsel-freidlin estimates

    • P. Baldi, M. Chaleyat-Maurel

    Pages 305-327

11. Uniqueness of the solutions of the filtering equation with observations on a riemannian symmetric space

    • Monique Pontier, Jacques Szpirglas

    Pages 328-339

12. Majoration a priori des solutions d'équations différentielles stochastiques stables

    • M. Bernard Lapeyre

    Pages 340-351

13. A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times

    • Robert Cohen

    Pages 352-371

14. Back Matter

    Pages 377-383

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The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.

• Brownian motion
• Stochastic calculus
• Stochastic processes
• Theoretical physics
• abstract Wiener space
• calculus
• differential equation
• stochastic process

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