عنوان

Stochastic Analysis and Related Topics

9781461203735

9781461267317

b402673

Stochastic Analysis and Related Topics

[Book]

edited by H. Körezlioǧlu, A. S. Üstünel.

Boston, MA :

Imprint: Birkhäuser,

1992.

Progress in Probability ;

31

Infinitely Divisible Random Measures and Superprocesses -- Dirichlet forms on Infinite Dimensional State Space and Applications -- Law of Large Numbers and the Central Limit Theorem for Distributions on Wiener Space -- Une Formule d'Ito dans des Espaces de Banach et Applications -- Un Calcul Anticipatif sur une Variété Riemannienne Compacte -- Distributions, Feynman Integrals and Measures on Abstract Wiener Spaces -- Small Stochastic Perturbation of a One Dimensional Wave Equation -- An Ergodic Result for Critical Spatial Branching Processes -- Some Remarks on the Conditional Independence and the Markov Property -- The Wiener Chaos Expansion of certain Radon-Nikodym Derivatives.

0

This volume contains a large spectrum of work: super processes, Dirichlet forms, anticipative stochastic calculus, random fields and Wiener space analysis. The first part of the volume consists of two main lectures given at the third Silivri meeting in 1990: 1. "Infinitely divisible random measures and superprocesses" by D.A. Dawson, 2. "Dirichlet forms on infinite dimensional spaces and appli cations" by M. Rockner. The second part consists of recent research papers all related to Stochastic Analysis, motivated by stochastic partial differ ential equations, Markov fields, the Malliavin calculus and the Feynman path integrals. We would herewith like to thank the ENST for its material support for the above mentioned meeting as well as for the ini tial preparation of this volume and to our friend and colleague Erhan Qmlar whose help and encouragement for the realization of this volume have been essential. H. Korezlioglu A. S. Ustiinel INFINITELY DIVISIBLE RANDOM MEASURES AND SUPERPROCESSES DONALD A. DAWSON 1. Introduction.

9781461267317

Springer eBooks

Distribution (Probability theory).

Mathematics.

Körezlioǧlu, H.

Üstünel, A. S.

SpringerLink (Online service)

20190307162300.0

[Book]

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