000 03008nam a22004695i 4500
001 978-3-540-38613-1
003 DE-He213
005 20160624101808.0
007 cr nn 008mamaa
008 121227s1981 gw | s |||| 0|eng d
020 _a9783540386131
_9978-3-540-38613-1
024 7 _a10.1007/BFb0088719
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
072 7 _aPBT
_2bicssc
072 7 _aPBWL
_2bicssc
072 7 _aMAT029000
_2bisacsh
082 0 4 _a519.2
_223
245 1 0 _aStochastic Integrals
_h[electronic resource] :
_bProceedings of the LMS Durham Symposium, July 7 – 17, 1980 /
_cedited by David Williams.
260 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c1981.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c1981.
300 _aXII, 544 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v851
505 0 _a“To begin at the beginning: …” -- Stochastic integrals: Basic theory -- Stochastic integration and discontinuous martingales -- Martingales, the Malliavin calculus and Hörmander's theorem -- On a representation of local martingale additive functionals of symmetric diffusions -- Set-parametered martingales and multiple stochastic integration -- Generalized ornstein — Uhlenbeck processes as limits of interacting systems -- Weak and strong solutions of stochastic differential equations: Existence and stability -- On the decomposition of solutions of stochastic differential equations -- A differential geometric formalism for the ito calculus -- Homogenization and stochastic parallel displacement -- Bessel processes and infinitely divisible laws -- Euclidean quantum mechanics and stochastic integrals -- The malliavin calculus and its applications -- The probability functionals (Onsager-machlup functions) of diffusion processes -- Ito and girsanov formulae for two parameter processes -- Lp-inequalities for two-parameter martingales -- Dirichlet processes -- Brownian motion, negative curvature, and harmonic maps -- Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations -- Some markov processes and markov fields in quantum theory, group theory, hydrodynamics and C*-algebras.
650 0 _aMathematics.
650 0 _aDistribution (Probability theory).
650 1 4 _aMathematics.
650 2 4 _aProbability Theory and Stochastic Processes.
700 1 _aWilliams, David.
_eeditor.
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540106906
786 _dSpringer
830 0 _aLecture Notes in Mathematics,
_x0075-8434 ;
_v851
856 4 0 _uhttp://dx.doi.org/10.1007/BFb0088719
942 _2EBK825
_cEBK
999 _c30119
_d30119