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Barcelona Seminar on Stochastic Analysis: St. Feliu de Guíxols, 1991 by Nualart

Barcelona Seminar on Stochastic Analysis: St. Feliu de Guíxols, 1991

by Nualart
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Book cover type: Paperback
  • ISBN13: 9783034896771
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Birkhauser
  • Publication Date:
  • Pages: 238
  • Original Price: EUR 49.99
  • Language: English
  • Edition: Softcover Repri
  • Item Weight: 386 grams
  • BISAC Subject(s): Probability & Statistics / General, General, and NON-CLASSIFIABLE

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.

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