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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:
Statistical Theory And Methods
Statistics 
Probability Theory
Probabilities
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 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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