Beschreibung
InhaltsangabeA guide to the stochastic calculus of variations.- Nonclausal stochastic integrals and calculus.- Brownian motion, diffusions and infinite dimensional calculus.- La théorie des distributions en dimension quelconque et l'intégration stochastique.- An ito formula for processes with values in an abstract Wiener space.- Some comments on the filtering of diffusions and the malliavin calculus.- Approximation of stochastic differential equations and application of the stochastic calculus of variations to the rate of convergence.- Brownian motion and harmonic forms.- An extension of ventsel-freidlin estimates.- Uniqueness of the solutions of the filtering equation with observations on a riemannian symmetric space.- Majoration a priori des solutions d'équations différentielles stochastiques stables.- A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times.
