株式会社極東書店トップ商品一覧Barcelona Seminar on Stochastic Analysis: St. Feliu de Guixols, 1991. 1993 ed.

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Barcelona Seminar on Stochastic Analysis: St. Feliu de Guixols, 1991. 1993 ed.

Barcelona Seminar on Stochastic Analysis: St. Feliu de Guixols, 1991. 1993 ed.

・ISBN 978-3-7643-2833-7 hard EUR 49.99

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お気に入り
著者・編者Nualart / Sanz Sole,
シリーズ (Progress in Probability)
出版社 (Birkhauser Verlag AG, SZ)
出版年月1993
ページ数238 pp.
言語ENG
ニュース番号<A05-21984>

解説

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.