Barcelona Seminar on Stochastic Analysis: St. Feliu de Guíxols, 1991 - Couverture souple

Nualart, .; Sanz Sole

Couverture souple

ISBN 10 : 3034896778 ISBN 13 : 9783034896771

Editeur : Birkhäuser, 2012

Synopsis

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.

Détails de l'édition

• Éditeur: Birkhäuser
• Date d'édition: 2012
• Langue: anglais
• ISBN 10: 3034896778
• ISBN 13: 9783034896771
• Reliure: Broché
• Nombre de pages: 252
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible