Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo--Silivri Workshop Geilo 1996 / Edition 1

Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo--Silivri Workshop Geilo 1996 / Edition 1

by Laurent Decreusefond
     
 

ISBN-10: 0817640185

ISBN-13: 9780817640187

Pub. Date: 05/07/2009

Publisher: Birkhauser Verlag

Product Details

ISBN-13:
9780817640187
Publisher:
Birkhauser Verlag
Publication date:
05/07/2009
Series:
Progress in Probability Series, #42
Edition description:
1998
Pages:
412
Product dimensions:
6.10(w) x 9.25(h) x 0.04(d)

Table of Contents

Main Lectures.- 1 Shastic Differential Systems With Memory. Theory, Examples and Applications.- 2 Backward Shastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order.- Contributed Papers.- 3 Shastic Analysis on Lie Groups.- 4 A Conditional Independence Property for the Solution of a Linear Shastic Differential Equation with Lateral Conditions.- 5 Numerical Solution of the Pressure Equation for Fluid Flow in a Shastic Medium.- 6 The Burgers Equation with a Non-Gaussian Random Force.- 7 A Verification Theorem for Combined Shastic Control and Impulse Control.- 8 Energy Identities and Estimates for Anticipative Shastic 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 Shastic 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 Shastic Differential Equations.- 18 Fubini’s Theorem for Plane Shastic 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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