Lecture Notes in Mathematics - Stochastic Integrals
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Published By Springer Berlin Heidelberg

9783540106906, 9783540386131

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Set-parametered martingales and multiple stochastic integration

Lecture Notes in Mathematics - Stochastic Integrals ◽

10.1007/bfb0088726 ◽

1981 ◽

pp. 119-151 ◽

Author(s):

Bruce Hajek ◽

Eugene Wong

Keyword(s):

Stochastic Integration

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Weak and strong solutions of stochastic differential equations: Existence and stability

Lecture Notes in Mathematics - Stochastic Integrals ◽

10.1007/bfb0088728 ◽

1981 ◽

pp. 169-212 ◽

Author(s):

Jean Jacod ◽

Jean Memin

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Strong Solutions ◽

Existence And Stability ◽

Weak And Strong Solutions

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Stochastic integration and discontinuous martingales

Lecture Notes in Mathematics - Stochastic Integrals ◽

10.1007/bfb0088723 ◽

1981 ◽

pp. 72-84

Author(s):

Robert J. Elliott

Keyword(s):

Stochastic Integration

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Some markov processes and markov fields in quantum theory, group theory, hydrodynamics and C*-algebras

Lecture Notes in Mathematics - Stochastic Integrals ◽

10.1007/bfb0088741 ◽

1981 ◽

pp. 497-540 ◽

Author(s):

Sergio Albeverio ◽

Raphael Høegh-Krohn

Keyword(s):

Group Theory ◽

Quantum Theory ◽

Markov Processes ◽

Quantum Theory Group ◽

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Martingales, the Malliavin calculus and Hörmander's theorem

Lecture Notes in Mathematics - Stochastic Integrals ◽

10.1007/bfb0088724 ◽

1981 ◽

pp. 85-109 ◽

Author(s):

Jean-Michel Bismut

Keyword(s):

Malliavin Calculus ◽

Hörmander's Theorem

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Euclidean quantum mechanics and stochastic integrals

Lecture Notes in Mathematics - Stochastic Integrals ◽

10.1007/bfb0088733 ◽

1981 ◽

pp. 371-393 ◽

Author(s):

R. F. Streater

Keyword(s):

Quantum Mechanics ◽

Stochastic Integrals

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Bessel processes and infinitely divisible laws

Lecture Notes in Mathematics - Stochastic Integrals ◽

10.1007/bfb0088732 ◽

1981 ◽

pp. 285-370 ◽

Author(s):

Jim Pitman ◽

Marc Yor

Keyword(s):

Bessel Processes ◽

Infinitely Divisible ◽

Infinitely Divisible Laws

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A differential geometric formalism for the ito calculus

Lecture Notes in Mathematics - Stochastic Integrals ◽

10.1007/bfb0088730 ◽

1981 ◽

pp. 256-270 ◽

Author(s):

P. A. Meyer

Keyword(s):

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Ito and girsanov formulae for two parameter processes

Lecture Notes in Mathematics - Stochastic Integrals ◽

10.1007/bfb0088736 ◽

1981 ◽

pp. 464-469

Author(s):

Ata Al-Hussaini ◽

Robert J. Elliott

Keyword(s):

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The malliavin calculus and its applications

Lecture Notes in Mathematics - Stochastic Integrals ◽

10.1007/bfb0088734 ◽

1981 ◽

pp. 394-432 ◽

Author(s):

Daniel W. Stroock

Keyword(s):

Malliavin Calculus

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