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Itô’s Stochastic Calculus and Probability Theory
Editor
Listed:
- Nobuyuki Ikeda(Ritsumeikan University, Department of Computer Science)Shinzo Watanabe(Kyoto University, Department of Mathematics, Graduate School of Science)Masatoshi Fukushima(Osaka University, Department of Mathematics, Faculty of Fundamental Engineering)Hiroshi Kunita(Kyushu University, Graduate School of Mathematics)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), 1996. "Itô’s Stochastic Calculus and Probability Theory," Springer Books, Springer, number 978-4-431-68532-6, January.
Handle: RePEc:spr:sprbok:978-4-431-68532-6
DOI: 10.1007/978-4-431-68532-6Download full text from publisher
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The following chapters of this book are listed in IDEAS- E. B. Dynkin, 1996. "Lévy measure of superprocesses; absorption processes," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 1-14, Springer.
- K. D. Elworthy & Xue-Mei Li, 1996. "A class of integration by parts formulae in stochastic analysis I," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 15-30, Springer.
- P. J. Fitzsimmons & R. K. Getoor, 1996. "Smooth measures and continuous additive functionals of right Markov processes," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 31-49, Springer.
- Masatoshi Fukushima & Matsuyo Tomisaki, 1996. "On decomposition of additive functionals of reflecting Brownian motions," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 51-61, Springer.
- T. Funaki, 1996. "Equilibrium fluctuations for lattice gas," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 63-72, Springer.
- Leonard Gross & Paul Malliavin, 1996. "Hall’s transform and the Segal-Bargmann map," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 73-116, Springer.
- Keisuke Hara & Yoichiro Takahashi, 1996. "Lagrangian for pinned diffusion process," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 117-128, Springer.
- Yasuji Hashimoto & Shojiro Manabe & Yukio Ogura, 1996. "Short Time Asymptotics and an Approximation for the Heat Kernel of a Singular Diffusion," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 129-139, Springer.
- Nobuyuki Ikeda & Shojiro Manabe, 1996. "Van Vleck-Pauli formula for Wiener integrals and Jacobi fields," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 141-156, Springer.
- G. Kallianpur, 1996. "Some recent developments in nonlinear filtering theory," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 157-170, Springer.
- Harry Kesten, 1996. "Detecting a single defect in a scenery by observing the scenery along a random walk path," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 171-183, Springer.
- Shin-ichi Kotani, 1996. "Analytic approach to Yor’s formula of exponential additive functionals of Brownian motion," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 185-195, Springer.
- Hiroshi Kunita, 1996. "Stochastic differential equations with jumps and stochastic flows of diffeomorphisms," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 197-211, Springer.
- Shigeo Kusuoka, 1996. "A Remark on American Securities," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 213-231, Springer.
- T. J. Lyons & Z. M. Qian, 1996. "Calculus for multiplicative functionals, Itô’s formula and differential equations," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 233-250, Springer.
- Henry P. McKean, 1996. "A Martin boundary connected with the ∞-volume limit of the focussing cubic Schrödinger equation," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 251-259, Springer.
- Masao Nagasawa & Thomas Domenig, 1996. "Diffusion processes on an open time interval and their time reversal," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 261-280, Springer.
- Makiko Nisio, 1996. "On sensitive control and differential games in infinite dimensional spaces," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 281-292, Springer.
- Jim Pitman & Marc Yor, 1996. "Decomposition at the maximum for excursions and bridges of one-dimensional diffusions," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 293-310, Springer.
- Tokuzo Shiga, 1996. "Interacting diffusion systems over Z d," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 311-326, Springer.
- Ichiro Shigekawa & Setsuo Taniguchi, 1996. "A Kähler metric on a based loop group and a covariant differentiation," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, chapter 21, pages 327-346, Springer.
- Ya. G. Sinai, 1996. "Burgers system driven by a periodic stochastic flow," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 347-353, Springer.
- Daniel W. Stroock, 1996. "An estimate on the Hessian of the heat kernel," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 355-371, Springer.
- Hiroshi Tanaka, 1996. "Environment-wise central limit theorem for a diffusion in a Brownian environment with large drift," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 373-384, Springer.
- S. R. S. Varadhan, 1996. "The complex story of simple exclusion," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 385-400, Springer.
- Shinzo Watanabe, 1996. "Lévy’s stochastic area formula and Brownian motion on compact Lie groups," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 401-411, Springer.
- Toshio Yamada, 1996. "Principal values of Brownian local times and their related topics," Springer Books, in: Nobuyuki Ikeda & Shinzo Watanabe & Masatoshi Fukushima & Hiroshi Kunita (ed.), Itô’s Stochastic Calculus and Probability Theory, pages 413-422, Springer.
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