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Stochastic integrals : proceedings of the LMS Durham Symposium, July 7-17, 1980 / edited by D. Williams.

; Williams, D. (David), 1938- ; London Mathematical Society
Berlin ; New York : Springer-Verlag, 1981.
ISBN 9780387106908, 9783540106906, 0387106901, 3540106901

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Other Authors Williams, D. 1938-
London Mathematical Society.
Subjects Intégrales stochastiques.
Stochastic integrals -- Congresses.
Stochastic integrals.
Stochastisches Integral.
Series Lecture notes in mathematics (Springer-Verlag) ; 851.
Description viii, 540 pages : illustrations ; 25 cm.
Copyright Date 1981.
Notes Includes bibliographical references.
Contents To begin at the beginning / David Williams -- Stochastic integrals: basic theory / L.C.G. Rogers -- Stochastic integration and discontinuous martingales / Robert J. Elliott -- Some Markov processes and Markov fields in quantum theory, group theory, hydrodynamics, and C-algebras / Sergio Albeverio and Raphael Høegh-Krohn -- Martingales, the Malliavin calculus, and Hörmander's theorem / Jean-Michel Bismut -- On a representation of local martingaladditive functionals of symmetric diffusions / M. Fukushima -- Set-parametered martingales and multiple stochastic integration / Bruce Hajek and Eugene Wong -- Generalised Ornstein-Uhlenbeck processes as limits of interacting systems R. Holley and D. Stroock -- Weak and strong solutions of stochastic differential equations: existence and stability / Jean Jacod and Jean Memin -- On the decomposition of solutions of stochastic differential equations / Hiroshi Kunit-- A differential geometric formalism for the Itô calculus / P.A. Meyer -- Homogenization and stochastic parallel for the Itô calculus / P.A. Meyer -- Homogenization and stochastic parallel displacement / Mark A. Pinsky -- Besseprocesses and infinitely divisible laws / Jim Pitman and Marc Yor -- Euclidean quantum mechanics and stochastic integrals / R.F. Streater -- The Malliavin calculus and its applications / Daniel W. Stroock -- The probability functional(Onsager-Machlup functions) of diffusion processes / Y. Takahashi and S. Watanabe -- Itô and Girsanov formulae for two parameter processes / Ata Al-Haussaini and Robert J. Elliot -- Lþ-inequalities for two-parameter martingales / LChevalier -- Dirichlet processes / H. Föllmer -- Brownian motion, negative curvature, and harmonic maps / W.S. Kendall -- Local behaviour of Hilbert space valued stochastic integrals and the continuity of mild solutions of stochastievolution equations / P. Kotelenez.
Genre Conference proceedings.
Network Numbers (OCoLC)7550938
WorldCat Search OCLC WorldCat


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