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Barcelona Seminar on Stochastic Analysis

St. Feliu de Guíxols, 1991

  • Book
  • © 1993

Overview

Editors:
  1. David Nualart

    1. Facultat de Matemàtiques, Universitat de Barcelona, Barcelona, Spain

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  2. Marta Sanz Solé

    1. Facultat de Matemàtiques, Universitat de Barcelona, Barcelona, Spain

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    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Progress in Probability (PRPR, volume 32)

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Table of contents (13 chapters)

  1. Front Matter

    Pages i-ix
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  2. Modulus of Continuity for Stochastic Flows

    • Paolo Baldi, Marta Sanz-Solé
    Pages 1-20

  3. Nonlinear Skorohod Stochastic Differential Equations

    • Rainer Buckdahn
    Pages 21-39

  4. Ornstein-Uhlenbeck Processes as Bernstein Processes

    • A. B. Cruzeiro, J. C. Zambrini
    Pages 40-61

  5. A Convergence Criterion for Measure-Valued Processes, and Application to Continuous Superprocesses

    • Luis G. Gorostiza, J. Alfredo López-Mimbela
    Pages 62-71

  6. A simple proof for a large deviation theorem

    • Rémi Léandre
    Pages 72-76

  7. Universal Wiener Space

    • Paul Malliavin
    Pages 77-102

  8. On the Support of a Skorohod Anticipating Stochastic Differential Equation

    • Annie Millet, Marta Sanz-Solé
    Pages 103-131

  9. Positive and Strongly Positive Wiener Functionals

    • David Nualart, Moshe Zakai
    Pages 132-146

  10. A Symmetry Characterization of Conditionally Independent Increment Martingales

    • Daniel L. Ocone
    Pages 147-167

  11. The Stochastic Volterra Equation

    • Bernt Øksendal, Tu-Sheng Zhang
    Pages 168-202

  12. Exponential estimates for convex norms and some applications

    • L. A. Shepp, O. Zeitouni
    Pages 203-215

  13. Reflected Brownian Motion: Hunt Processes and Semimartingale Representation

    • R. J. Williams
    Pages 216-221

  14. The Fractional Calculus and Stochastic Evolution Equations

    • J. Zabczyk
    Pages 222-234

  15. Back Matter

    Pages 235-238
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Keywords

About this book

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.

Editors and Affiliations

  • Facultat de Matemàtiques, Universitat de Barcelona, Barcelona, Spain

    David Nualart, Marta Sanz Solé

Bibliographic Information

  • Book Title: Barcelona Seminar on Stochastic Analysis

  • Book Subtitle: St. Feliu de Guíxols, 1991

  • Editors: David Nualart, Marta Sanz Solé

  • Series Title: Progress in Probability

  • DOI: https://doi.org/10.1007/978-3-0348-8555-3

  • Publisher: Birkhäuser Basel

  • eBook Packages: Springer Book Archive

  • Copyright Information: Birkhäuser Verlag Basel 1993

  • Hardcover ISBN: 978-3-7643-2833-7Published: 01 January 1993

  • Softcover ISBN: 978-3-0348-9677-1Published: 28 September 2012

  • eBook ISBN: 978-3-0348-8555-3Published: 06 December 2012

  • Series ISSN: 1050-6977

  • Series E-ISSN: 2297-0428

  • Edition Number: 1

  • Number of Pages: IX, 238

  • Topics: Probability Theory and Stochastic Processes, Science, Humanities and Social Sciences, multidisciplinary

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