Stochastic Integrals 64 NordSec 2012

NordSec 2012

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Stochastic Integrals 64 NordSec 2012To begin at the beginning: . Stochastic integrals: Basic theory. Stochastic integration and discontinuous martingales. Martingales, the Malliavin calculus and Hrmander's theorem. On a representation of local martingale additive functionals of symmetric diffusions. Set parametered martingales and multiple stochastic integration. Generalized ornstein Uhlenbeck processes as limits of interacting systems. Weak and strong solutions of stochastic