Researches in Stochastic Analysis

Par : Denis Feyel, Arnaud de La Pradelle
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  • Nombre de pages148
  • FormatGrand Format
  • PrésentationBroché
  • Poids0.445 kg
  • Dimensions16,0 cm × 24,0 cm × 1,0 cm
  • ISBN978-2-36693-026-9
  • EAN9782366930269
  • Date de parution01/03/2017
  • CollectionSpartacus Research
  • ÉditeurSpartacus IDH

Résumé

Fundamentally this book presents an analytic point of view on the probability theory of processes and emphasizes the strong connections between classical Potential Theory and Brownian motion. Since well-known superharmonic functions and supermartingales are so closely related that the filtering theory of processes can be seen as a particular Potential theory, they are analyzed here by the use of a common framework.
This framework is the space L1(c) where c is a capacity, that is, roughly speaking, a sublinear functional, as first considered by B. Fuglede. An associated notion of quasi-topology is defined that gives a very good account of the classical quasi-continuous functions in the finite or the infinite dimensional case of the Malliavin calculus on a Wiener space.

A propos de Denis Feyel

Denis Feyel : Professor. Laboratory of Mathématiques et Modélisation, Evry Val d'Essonne University, France. Doistau-Blutel prize from the French Science Academy (1982). Special invitation to French Professor at Wuhan university, China (1983-1985). Editor-in-chief and founder of the journal Potential Analysis. Arnaud de la Pradelle. C.N.R.S. Analysis team, C.N.R.S. n°294, Paris VI University, France.
Secretary general of the Laplace-Gauss association whose aim is to support collective initiative in the field of Stochastic Analysis. They were both former pupils of Marcel Brelot and active members of the Brelot-Choquet-Deny seminar in Potential theory.
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