The thirteen articles in this volume were written by leading experts, with the objective of helping researchers entering the field to learn about the state of the art. They cover much, but certainly not all, of the modern activity in stochastic analysis. In particular, they deal with stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; with stochastic part…
The first four surveys can be seen as a “crash course” in stochastic analysis on the Poisson space. Starting from the careful construction of Malliavin operators on abstract Poisson spaces via Fock space representations (G. Last), the elegant combinatorial properties of (multiple) Poisson stochastic integrals are explored (N. Privault) and an introduction provided to variational formula…