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" Stochastic Analysis and Related Topics VI "
edited by Laurent Decreusefond, Bernt Øksendal, Jon Gjerde, Ali Süleyman Üstünel.
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BL
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| Record Number
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573636
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b402855
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| Main Entry
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Decreusefond, Laurent.
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| Title & Author
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Stochastic Analysis and Related Topics VI : Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996 /\ edited by Laurent Decreusefond, Bernt Øksendal, Jon Gjerde, Ali Süleyman Üstünel.
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| Publication Statement
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Boston, MA :: Birkhäuser Boston :: Imprint: Birkhäuser,, 1998.
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| Series Statement
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Progress in Probability ;; 42
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| ISBN
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9781461220220
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: 9781461273851
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| Contents
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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 Operators with LP Drift.
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| Abstract
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This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures - Stochastic Differential Equations with Memory, by S.E. A. Mohammed, - Backward SDE's and Viscosity Solutions of Second Order Semilinear PDE's, by E. Pardoux. The main lectures are presented at the beginning of the volume. There is also a review paper at the third place about the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. We would like to thank - VISTA, a research cooperation between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil), - CNRS, Centre National de la Recherche Scientifique, - The Department of Mathematics of the University of Oslo, - The Ecole Nationale Superieure des Telecommunications, for their financial support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia Høyfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: abc@gfm.cii.fc.ui.pt Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom 08193-Bellaterra munications CATALONIA (Spain) Departement Reseaux E-mail: alabert@mat.uab.es 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: decreuse@res.enst.fr Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I.
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Mathematics.
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Distribution (Probability theory).
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Mathematical statistics.
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Øksendal, Bernt.
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Gjerde, Jon.
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Üstünel, Ali Süleyman.
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SpringerLink (Online service)
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