Researches in Stochastic Analysis
search
  • Researches in Stochastic Analysis
  • Researches in Stochastic Analysis
  • Researches in Stochastic Analysis
  • Researches in Stochastic Analysis

Denis Feyel

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

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.

S-026-P

Fiche technique

Langue
Anglais
Pages
158
Format
16x24
Poids
381g
Couleur
Non
@book{Pradelle_Feyel_Stochastic_Analysis_2017,
title = {Researches in Stochastic Analysis},
author = {Feyel, Denis and de La Pradelle, Arnaud},
year = {2017},
series = {Spartacus Supérieur},
publisher = {Spartacus-Idh},
ISBN = {978-2-36693-026-9},
pages = {158},
url = {https://spartacus-idh.com/liseuse/026/}
}

Researches in Stochastic Analysis

Denis Feyel & Arnaud de La Pradelle
ISBN
978-2-36693-026-9
19,90 €
Lire en ligne
Ce lien ouvre une liseuse dans une nouvelle fenêtre.
Afficher le pdf
Ce lien ouvre une liseuse dans une nouvelle fenêtre.
TTC

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.

Quantité