This volume contains papers which were presented at a meeting entitled “Stochastic Analysis and Applications“ held at Gregynog Hall, Powys, from the 9th — 14th July 1995. The meeting consisted of a mixture of plenary/review talks and special interest sessions covering most of the current areas of activity in stochastic analysis. The meeting was jointly organized by the Department of Mathematics, University of Wales Swansea and the Mathematics Institute, University of Warwick in connection with the Stochastic Analysis year of activity. The papers contained herein are accessible to workers in the field of stochastic analysis and give a good coverage of topics of current interest in the research community.
Contents:
- Logarithmic Sobolev Inequalities on Loop Spaces Over Compact Riemannian Manifolds (S Aida)
- Euclidean Random Fields, Pseudodifferential Operators, and Wightman Functions (S Albeverio et al)
- Strong Markov Processes and the Dirichlet Problem in von Neumann Algebras (S Attal & K R Parthasarathy)
- On the General Form of Quantum Stochastic Evolution Equation (V P Belavkin)
- Stochastic Flows of Diffeomorphisms (Z Brzezniak & K D Elworthy)
- Gromov's Hyperbolicity and Picard's Little Theorem for Harmonic Maps (M Cranston et al)
- On Heat Kernel Logarithmic Sobolev inequalities (B K Driver & Y Hu)
- Evolution Equations in the Theory of Statistical Manifolds (B Grigelionis)
- Stochastic Flows with Self-Similar Properties (H Kunita)
- Path Space of a Symplectic Manifold (R Léandre)
- The General Linear Stochastic Volterra Equation with Anticipating Coefficients (B Øksendal & T Zhang)
- Local Non Smooth Flows on the Wiener Space and Applications (G Peters)
- On Transformations of Measures Related to Second Order Differential Equations (V R Steblovskaya)
- Extension of Lipschitz Functions on Wiener Space (A S Üstünel & M Zakai)
- On Large Deviations for SDE Systems Without Bounded Coefficient Derivatives (A Y Veretennikov)
- Maupertius' Least Action Principle for Diffusions (J C Zambrini)
- Large Deviations Results Without Continuity Hypothesis on the Diffusion Term (W Zheng)
- and other papers
Readership: Stochastic analysts, mathematical physicists and probabilists.
