Stochastic Analysis and Related Topics VI

Proceedings of the Sixth Oslo--Silivri Workshop Geilo 1996

412 Seiten, Hardcover

Kurzbeschreibung des Verlags

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 H¢yfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: [e-mail] 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: [e-mail] 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: [e-mail] Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I.

• Themen: Mathematik und Naturwissenschaften Mathematik Angewandte Mathematik Stochastik
• ISBN: 9780817640187
• Sprache: Englisch
• Erscheinungsdatum: 18.12.1998
• Größe: 234 x 156 mm
• Verlag: Birkhauser Boston
• Herausgegeben von: Laurent Decreusefond, Suleyman Ustunel, Jon Gjerde, Bernt Oksendal