Stochastic Analysis and Related Topics

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.

Year

1988

Language

English

Publisher

Springer

Editions

1

Pages

371

ISBN

9780387193151

Data source: Wikidata