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

ISBN-13: 9783034896771 / Angielski / Miękka / 2012 / 238 str.

Nualart;Sanz Sole

Opis

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.

Spis treści

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.