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  • Conference proceedings
  • © 1990

Stochastic Analysis and Related Topics II

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

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

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About this book

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

  • Book Title: Stochastic Analysis and Related Topics II

  • Book Subtitle: Proceedings of a Second Workshop held in Silivri, Turkey, July 18-30, 1988

  • Editors: Hayri Korezlioglu, Ali Suleyman Ustunel

  • Series Title: Lecture Notes in Mathematics

  • DOI: https://doi.org/10.1007/BFb0083608

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1990

  • Softcover ISBN: 978-3-540-53064-0Published: 26 September 1990

  • eBook ISBN: 978-3-540-46596-6Published: 14 November 2006

  • Series ISSN: 0075-8434

  • Series E-ISSN: 1617-9692

  • Edition Number: 1

  • Number of Pages: VIII, 276

  • Topics: Probability Theory, Analysis

Buying options

eBook USD 54.99
Price excludes VAT (Canada)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 69.99
Price excludes VAT (Canada)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions