Stochastic integrals (Proc. Durham 1980)

“To begin at the beginning: …”....Pages 1-55
Stochastic integrals: Basic theory....Pages 56-71
Stochastic integration and discontinuous martingales....Pages 72-84
Martingales, the Malliavin calculus and Hörmander\'s theorem....Pages 85-109
On a representation of local martingale additive functionals of symmetric diffusions....Pages 110-118
Set-parametered martingales and multiple stochastic integration....Pages 119-151
Generalized ornstein — Uhlenbeck processes as limits of interacting systems....Pages 152-168
Weak and strong solutions of stochastic differential equations: Existence and stability....Pages 169-212
On the decomposition of solutions of stochastic differential equations....Pages 213-255
A differential geometric formalism for the ito calculus....Pages 256-270
Homogenization and stochastic parallel displacement....Pages 271-284
Bessel processes and infinitely divisible laws....Pages 285-370
Euclidean quantum mechanics and stochastic integrals....Pages 371-393
The malliavin calculus and its applications....Pages 394-432
The probability functionals (Onsager-machlup functions) of diffusion processes....Pages 433-463
Ito and girsanov formulae for two parameter processes....Pages 464-469
L p -inequalities for two-parameter martingales....Pages 470-475
Dirichlet processes....Pages 476-478
Brownian motion, negative curvature, and harmonic maps....Pages 479-491
Local behaviour of hilbert space valued stochastic integrals and the continuity of mild solutions of stochastic evolution equations....Pages 492-496
Some markov processes and markov fields in quantum theory, group theory, hydrodynamics and C*-algebras....Pages 497-540