Cover of Stochastic Analysis and Related Topics

Book 1988

Stochastic Analysis and Related Topics

Publisher
Springer
Language
English
Published
1988
  • Diffusion processes
  • Congresses
  • Functional analysis
  • Stochastic analysis
  • Brownian motion processes
  • Markov processes
  • Mathematics
  • Global analysis (Mathematics)

The Silvri Workshop was divided into a short summer school and a working conference, producing lectures and research papers on recent developments in stochastic analysis on Wiener space. The topics treated in the lectures relate to the Malliavin calculus, the Skorohod integral and nonlinear functionals of white noise. Most of the research papers are applications of these subjects. This volume addresses researchers and graduate students in stochastic processes and theoretical physics.