Stochastic Processes and Their Applications: Proceedings of the International Conference held in Nagoya, July 2-6, 1985

by Kiyoshi Itō (Editor)

Asymptotic behaviour of stochastic flows of diffeomorphisms.- Stochastic ensembles and hierarchies.- A stochastic approach to the minimum principle for the complex Monge-Ampère operator.- Construction of stochastic processes associated with the Boltzmann equation and its applications.- Isotropic stochastic flows and a related property of non-random potential flows.- Explosion problems for symmetric diffusion processes.- Extremal process as a substitution for "one-sided stable process with index 0".- Diffusion model of population genetics incorporating group selection, with special reference to an altruistic trait.- On laplacian operators of generalized brownian functionals.- Precise estimates for the fundamental solutions to some degenerate elliptic differential equations.- On stochastic algorithms in adaptive filtering.- Estimation theory and statistical physics.- Quantum stochastic calculus.- Quantum theory and stochastic processes - Some contact points.- The use of packing measure in the analysis of random sets.

232 pages, Paperback

First published August 27, 1986

About the author

Professor Kiyosi Itô is one of the most distinguished probability theorists in the world. He is the creator of a branch of mathematics that deals with stochastics and probabilities, now known as Itō calculus in his honour, and one of its main tools is the stochastic integral, also known as Itō integral. This calculus plays a fundamental role in modern financial mathematics.

Itō died in Kyoto, Japan, in 2008. He was 93 years old.