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140122 ||| eng |
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|a 9781461220220
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|a Decreusefond, Laurent
|e [editor]
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245 |
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|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
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250 |
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|a 1st ed. 1998
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260 |
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|a Boston, MA
|b Birkhäuser
|c 1998, 1998
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300 |
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|a XII, 412 p
|b online resource
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|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
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653 |
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|a Statistical Theory and Methods
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653 |
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|a Statistics
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653 |
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|a Probability Theory
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653 |
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|a Probabilities
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700 |
1 |
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|a Gjerde, Jon
|e [editor]
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700 |
1 |
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|a Oksendal, Bernt
|e [editor]
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700 |
1 |
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|a Ustunel, Suleyman
|e [editor]
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041 |
0 |
7 |
|a eng
|2 ISO 639-2
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989 |
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|b SBA
|a Springer Book Archives -2004
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490 |
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|a Progress in Probability
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028 |
5 |
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|a 10.1007/978-1-4612-2022-0
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856 |
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|u https://doi.org/10.1007/978-1-4612-2022-0?nosfx=y
|x Verlag
|3 Volltext
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|a 519.2
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