Stochastic Analysis and Related Topics VI Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996

Bibliographic Details
Other Authors: Decreusefond, Laurent (Editor), Gjerde, Jon (Editor), Oksendal, Bernt (Editor), Ustunel, Suleyman (Editor)
Format: eBook
Language:English
Published: Boston, MA Birkhäuser 1998, 1998
Edition:1st ed. 1998
Series:Progress in Probability
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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100 1 |a Decreusefond, Laurent  |e [editor] 
245 0 0 |a Stochastic Analysis and Related Topics VI  |h Elektronische Ressource  |b Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996  |c edited by Laurent Decreusefond, Jon Gjerde, Bernt Oksendal, Suleyman Ustunel 
250 |a 1st ed. 1998 
260 |a Boston, MA  |b Birkhäuser  |c 1998, 1998 
300 |a XII, 412 p  |b online resource 
505 0 |a Main Lectures -- 1 Stochastic Differential Systems With Memory. Theory, Examples and Applications -- 2 Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order -- Contributed Papers -- 3 Stochastic Analysis on Lie Groups -- 4 A Conditional Independence Property for the Solution of a Linear Stochastic Differential Equation with Lateral Conditions -- 5 Numerical Solution of the Pressure Equation for Fluid Flow in a Stochastic Medium -- 6 The Burgers Equation with a Non-Gaussian Random Force -- 7 A Verification Theorem for Combined Stochastic Control and Impulse Control -- 8 Energy Identities and Estimates for Anticipative Stochastic Integrals on a Riemannian Manifold -- 9 On Conditional Characteristic Functions of Second Order Wiener Functionals -- 10 A Variation of Parameters Solution of a Quasilinear Skohorod SDE using the Wick Product -- 11 Diagonal Estimates of Transition Densities for Jump Processes in Small Time -- 12 Non-Kolmogorov Probabilistic Models with p-adic Probabilities and Foundations of Quantum Mechanics -- 13 Smoothness of the Solution Operator of Stochastic Differential Equations with Infinite Dimensional Parameters -- 14 Nonlinear SPDEs: Colombeau Solutions and Pathwise Limits -- 15 Construction of a Quantum Field Linked to the Coulomb Potential -- 16 The Sard Inequality on Two Non-Gaussian Spaces -- 17 Regularity of the Law for a Class of Anticipating Stochastic Differential Equations -- 18 Fubini’s Theorem for Plane Stochastic Integrals -- 19 Stability and Vanishing Viscosity for a Class of SPDEs Related to Turbulent Transport -- 20 Probabilistic Interpretation of the Symmetry Group of Heat Equations -- 21 On the Strong Feller Property of the Semi-Groups Generated by Non-Divergence Operatorswith LP Drift 
653 |a Statistical Theory and Methods 
653 |a Statistics  
653 |a Probability Theory 
653 |a Probabilities 
700 1 |a Gjerde, Jon  |e [editor] 
700 1 |a Oksendal, Bernt  |e [editor] 
700 1 |a Ustunel, Suleyman  |e [editor] 
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