Barcelona Seminar on Stochastic Analysis: St. Feliu De Guixols, 1991 by NualartBarcelona Seminar on Stochastic Analysis: St. Feliu De Guixols, 1991 by Nualart

Barcelona Seminar on Stochastic Analysis: St. Feliu De Guixols, 1991

byNualart, Sanz Sole

Paperback | September 28, 2012

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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.
Title:Barcelona Seminar on Stochastic Analysis: St. Feliu De Guixols, 1991Format:PaperbackDimensions:238 pages, 23.5 × 15.5 × 0.02 inPublished:September 28, 2012Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3034896778

ISBN - 13:9783034896771

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Table of Contents

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.