{"product_id":"stochastic-integrals-proceedings-of-the-lms-durham-symposium-july-7-17-1980-von-d-williams-hrsg","title":"Stochastic Integrals","description":"\u003cp\u003e¿To begin at the beginning: ¿¿.- Stochastic integrals: Basic theory.- Stochastic integration and discontinuous martingales.- Martingales, the Malliavin calculus and H¿rmander's theorem.- On a representation of local martingale additive functionals of symmetric diffusions.- Set-parametered martingales and multiple stochastic integration.- Generalized ornstein ¿ Uhlenbeck processes as limits of interacting systems.- Weak and strong solutions of stochastic differential equations: Existence and stability.- On the decomposition of solutions of stochastic differential equations.- A differential geometric formalism for the ito calculus.- Homogenization and stochastic parallel displacement.- Bessel processes and infinitely divisible laws.- Euclidean quantum mechanics and stochastic integrals.- The malliavin calculus and its applications.- The probability functionals (Onsager-machlup functions) of diffusion processes.- Ito and girsanov formulae for two parameter processes.- Lp-inequalities for two-parameter martingales.- Dirichlet processes.- Brownian motion, negative curvature, and harmonic maps.- Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations.- Some markov processes and markov fields in quantum theory, group theory, hydrodynamics and C*-algebras.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783540106906\"\u003e\u003ch3\u003eProceedings of the LMS Durham Symposium, July 7-17, 1980\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783540106906","offer_id":39435933286493,"sku":"9783540106906","price":48.1,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/0f24cd47-45e4-487c-b7cd-28110b4dbb60.jpg?v=1772084865","url":"https:\/\/shop.autorenwelt.de\/en\/products\/stochastic-integrals-proceedings-of-the-lms-durham-symposium-july-7-17-1980-von-d-williams-hrsg","provider":"Autorenwelt Shop","version":"1.0","type":"link"}