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

版	1st ed. 1993.
出版者	Basel : Birkhäuser Basel : Imprint: Birkhäuser
出版年	1993
本文言語	英語
大きさ	IX, 238 p : online resource
冊子体	Barcelona Seminar on Stochastic Analysis : St. Feliu de Guíxols, 1991 / David Nualart, Marta Sanz Solé, editors ; : Basel,: Boston
著者標目	*Nualart author Sanz Sole author SpringerLink (Online service)
件　名	LCSH:Probabilities LCSH:Social sciences LCSH:Humanities FREE:Probability Theory FREE:Humanities and Social Sciences
一般注記	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 Accessibility summary: This PDF is not accessible. It is based on scanned pages and does not support features such as screen reader compatibility or described non-text content (images, graphs etc). However, it likely supports searchable and selectable text based on OCR (Optical Character Recognition). Users with accessibility needs may not be able to use this content effectively. Please contact us at accessibilitysupport@springernature.com if you require assistance or an alternative format Inaccessible, or known limited accessibility No reading system accessibility options actively disabled Publisher contact for further accessibility information: accessibilitysupport@springernature.com HTTP:URL=https://doi.org/10.1007/978-3-0348-8555-3

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