Stochastic Analysis and Related Topics: Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986 [1 ed.] 9780387193151, 0-387-19315-4, 3540193154 [DJVU]

Table of contents :
A guide to the stochastic calculus of variations....Pages 1-79
Nonclausal stochastic integrals and calculus....Pages 80-129
Brownian motion, diffusions and infinite dimensional calculus....Pages 130-169
La théorie des distributions en dimension quelconque et l'intégration stochastique....Pages 170-233
An ito formula for processes with values in an abstract Wiener space....Pages 234-246
Some comments on the filtering of diffusions and the malliavin calculus....Pages 247-266
Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence....Pages 267-287
Brownian motion and harmonic forms....Pages 288-304
An extension of ventsel-freidlin estimates....Pages 305-327
Uniqueness of the solutions of the filtering equation with observations on a riemannian symmetric space....Pages 328-339
Majoration a priori des solutions d'équations différentielles stochastiques stables....Pages 340-351
A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times....Pages 352-371