| Barcelona Seminar on Stochastic Analysis: St. Feliu de Guíxols, 1991 Softcover Repri Edition Contributor(s): Nualart (Author), Sanz Sole (Author) |
|
 |
ISBN: 3034896778 ISBN-13: 9783034896771 Publisher: Birkhauser OUR PRICE: $52.24 Product Type: Paperback - Other Formats Published: September 2012 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - General - Science - Non-classifiable |
| Dewey: 519.2 |
| Series: Progress in Probability |
| Physical Information: 0.53" H x 6.14" W x 9.21" (0.79 lbs) 238 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |