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

Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996
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Dewey Class 519.2
Title Stochastic Analysis and Related Topics VI ([EBook] :) : Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996 / edited by Laurent Decreusefond, Bernt Øksendal, Jon Gjerde, Ali Süleyman Üstünel.
Added Personal Name Decreusefond, Laurent
Øksendal, B. K.(Bernt Karsten) , 1945-
Gjerde, Jon
Üstünel, Ali Süleyman
Other name(s) SpringerLink (Online service)
Publication Boston, MA : Birkhäuser , 1998.
Physical Details XII, 412 pages : online resource.
Series Progress in probability ; 42
ISBN 9781461220220
Contents note 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.
System details note Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site http://dx.doi.org/10.1007/978-1-4612-2022-0
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