Stochastic Analysis and Related Topics II: Proceedings of a Second Workshop held in Silivri, Turkey, July 18-30, 1988

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The Second Silivri Workshop functioned as a short summer school and a working conference, producing lecture notes and research papers on recent developments of Stochastic Analysis on Wiener space. The topics of the lectures concern short time asymptotic problems and anticipative stochastic differential equations. Research papers are mostly extensions and applications of the techniques of anticipative stochastic calculus.

Author(s): Hayri Korezlioglu, Ali S. Ustunel
Series: Lecture Notes in Mathematics
Edition: 1
Publisher: Springer
Year: 1990

Language: English
Pages: 278