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＜E-Book＞
Barcelona Seminar on Stochastic Analysis : St. Feliu de Guíxols, 1991 / by Nualart, Sanz Sole
(Progress in Probability. ISSN:22970428 ; 32)

Edition	1st ed. 1993.
Publisher	(Basel : Birkhäuser Basel : Imprint: Birkhäuser)
Year	1993
Language	English
Size	IX, 238 p : online resource
Authors	*Nualart author Sanz Sole author SpringerLink (Online service)
Subjects	LCSH:Probabilities LCSH:Social sciences LCSH:Humanities FREE:Probability Theory FREE:Humanities and Social Sciences
Notes	Modulus of Continuity for Stochastic Flows -- Nonlinear Skorohod Stochastic Differential Equations -- Ornstein-Uhlenbeck Processes as Bernstein Processes -- A Convergence Criterion for Measure-Valued Processes, and Application to Continuous Superprocesses -- A simple proof for a large deviation theorem -- Universal Wiener Space -- On the Support of a Skorohod Anticipating Stochastic Differential Equation -- Positive and Strongly Positive Wiener Functional -- A Symmetry Characterization of Conditionally Independent Increment Martingales -- The Stochastic Volterra Equation -- Exponential Estimates for Convex Norms and Some Applications -- Reflected Brownian Motion: Hunt Processes and Semimartingale Representation -- The Fractional Calculus and Stochastic Evolution Equations During the of Fall 1991, The Centre de Recerca Matematica, a research institute sponsored by the Institut d'Estudis Catalans, devoted a quarter to the study of stochastic analysis. Prominent workers in this field visited the Center from all over the world for periods ranging from a few days to several weeks. To take advantage of the presence in Barcelona of so many special­ ists in stochastic analysis, we organized a workshop on the subject in Sant Feliu de Guixols (Girona) that provided an opportunity for them to ex­ change information and ideas about their current work. Topics discussed included: Analysis on the Wiener space, Anticipating Stochastic Calculus and its Applications, Correlation Inequalities, Stochastic Flows, Reflected Semimartingales, and others. This volume contains a refereed selection of contributions from some of the participants in this workshop. We are deeply indebted to the authors of the articles for these exposi­ tions of their valuable research contributions. We also would like to thank all the referees for their helpful advice in making the volume a reflection of the dynamic interchange that characterized the workshop. The success of the Seminar was due essentially to the enthusiasm and stimulating discus­ sions of all the participants in an informal and pleasant atmosphere. To all of them our warm gratitude HTTP:URL=https://doi.org/10.1007/978-3-0348-8555-3

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