Table of Contents

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   Book Overview
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   Chapter 1 Lévy measure of superprocesses; absorption processes
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   Chapter 2 A class of integration by parts formulae in stochastic analysis I
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   Chapter 3 Smooth measures and continuous additive functionals of right Markov processes
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   Chapter 4 On decomposition of additive functionals of reflecting Brownian motions
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   Chapter 5 Equilibrium fluctuations for lattice gas
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   Chapter 6 Hall’s transform and the Segal-Bargmann map
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   Chapter 7 Lagrangian for pinned diffusion process
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   Chapter 8 Short Time Asymptotics and an Approximation for the Heat Kernel of a Singular Diffusion
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    Chapter 9 Van Vleck-Pauli formula for Wiener integrals and Jacobi fields
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    Chapter 10 Some recent developments in nonlinear filtering theory
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    Chapter 11 Detecting a single defect in a scenery by observing the scenery along a random walk path
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    Chapter 12 Analytic approach to Yor’s formula of exponential additive functionals of Brownian motion
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    Chapter 13 Stochastic differential equations with jumps and stochastic flows of diffeomorphisms
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    Chapter 14 A Remark on American Securities
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    Chapter 15 Calculus for multiplicative functionals, Itô’s formula and differential equations
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    Chapter 16 A Martin boundary connected with the ∞-volume limit of the focussing cubic Schrödinger equation
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    Chapter 17 Diffusion processes on an open time interval and their time reversal
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    Chapter 18 On sensitive control and differential games in infinite dimensional spaces
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    Chapter 19 Decomposition at the maximum for excursions and bridges of one-dimensional diffusions
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    Chapter 20 Interacting diffusion systems over Z d
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    Chapter 21 A Kähler metric on a based loop group and a covariant differentiation
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    Chapter 22 Burgers system driven by a periodic stochastic flow
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    Chapter 23 An estimate on the Hessian of the heat kernel
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    Chapter 24 Environment-wise central limit theorem for a diffusion in a Brownian environment with large drift
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    Chapter 25 The complex story of simple exclusion
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    Chapter 26 Lévy’s stochastic area formula and Brownian motion on compact Lie groups
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    Chapter 27 Principal values of Brownian local times and their related topics