Stochastic Integrals

Beschreibung

Neuware -¿To begin at the beginning: ¿¿.- Stochastic integrals: Basic theory.- Stochastic integration and discontinuous martingales.- Martingales, the Malliavin calculus and H¿rmander'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. 556 pp. Englisch.

Bestandsnummer des Verkäufers 9783540106906

Verkäufer kontaktieren

Diesen Artikel melden

Bibliografische Details

Titel

Stochastic Integrals

Verlag

Springer Berlin Heidelberg, Springer Berlin Heidelberg Apr 1981

Erscheinungsjahr

1981

Sprache

Englisch

ISBN-10

3540106901

ISBN-13

9783540106906

Einband

Taschenbuch

Zustand

Neu

Verkäuferkataloge