Titlebook: Stochastic Analysis and Related Topics VI; Proceedings of the S Laurent Decreusefond,Bernt Øksendal,Ali Süleyman Ü Conference proceedings 1

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重力

On the Conditional Characteristic Functions of Second Order Wiener FunctionalsWe calculate the conditional characteristic functions of the elements of the second Wiener chaos using Ramer’s change of variables formula. This result is closely related to the Van-Vleck-Pauli formula.

强制性

A Variation of Parameters Solution of a Quasilinear Skohorod SDE using the Wick ProductWe give an example of how computations using Wick products in conjunction with the Skorohod integral allow a very intuitive solution of a quasilinear Skorohod stochastic differential equation. This approach complements that of Buckdahn (1988)

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Diagonal Estimates of Transition Densities for Jump Processes in Small TimeWe study the asymptotic upper and lower bounds of large deviation type for the diagonal of the transition density as the small parameter tends to zero. The density is attached to a certain type of perturbed processes on .. with jumps. The result is expressed using Malliavin calculus of jump type and Girsanov transform of measures.

开始从未

The Sard Inequality on Two Non-Gaussian SpacesWe prove the Sard inequality in infinite dimensions for the exponential and uniform densities and obtain an extension of the corresponding change of variables formula.

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Progress in Probabilityhttp://image.papertrans.cn/s/image/877833.jpg

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