Stochastic analysis and related topics VI: proceedings of the sixth Oslo Silivri workshop, Geilo 1996
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| Other Authors: | , , , |
|---|---|
| Format: | Conference Proceeding Book |
| Language: | English |
| Published: |
Boston ; Basel ; Berlin
Birkhäuser
[1998]
|
| Series: | Progress in probability
Volume 42 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturangaben |
| Physical Description: | vi, 408 Seiten Illustrationen |
| ISBN: | 3764340185 0817640185 9781461220220 |
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MARC
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| 245 | 1 | 0 | |a Stochastic analysis and related topics VI |b proceedings of the sixth Oslo Silivri workshop, Geilo 1996 |c L. Decreusefond ; Jon Gjerde ; B. Øksendal ; A. S. Üstünel, editors |
| 264 | 1 | |a Boston ; Basel ; Berlin |b Birkhäuser |c [1998] | |
| 264 | 4 | |c © 1998 | |
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| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
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Record in the Search Index
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CONTENTS
MAIN
LECTURES
1
STOCHASTIC
DIFFERENTIAL
SYSTEMS
WITH
MEMORY.
THEORY,
EXAMPLES
AND
APPLICATIONS.
S.-E.
A.
MOHAMMED
1
2
BACKWARD
STOCHASTIC
DIFFERENTIAL
EQUATIONS
AND
VISCOSITY
SOLUTIONS
OF
SYSTEMS
OF
SEMILINEAR
PARABOLIC
AND
ELLIPTIC
PDES
OF
SECOND
ORDER
E.
PARDOUX
79
CONTRIBUTED
PAPERS
3
STOCHASTIC
ANALYSIS
ON
LIE
GROUPS
A.S.
USTUNEL
129
4
A
CONDITIONAL
INDEPENDENCE
PROPERTY
FOR
THE
SOLUTION
OF
A
LINEAR
STOCHASTIC
DIFFERENTIAL
EQUATION
WITH
LATERAL
CONDITIONS
A.
ALABERT
AND
M.
FERRANTE
159
5
NUMERICAL
SOLUTION
OF
THE
PRESSURE
EQUATION
FOR
FLUID
FLOW
IN
A
STOCHASTIC
MEDIUM
F.E.
BENTH
AND
J.
GJERDE
175
6
THE
BURGERS
EQUATION
WITH
A
NON-GAUSSIAN
RANDOM
FORCE
F.E.
BENTH
AND
L.
STREIT
187
7
A
VERIFICATION
THEOREM
FOR
COMBINED
STOCHASTIC
CONTROL
AND
IMPULSE
CONTROL
K.A.
BREKKE
AND
B.
0KSENDAL
211
8
ENERGY
IDENTITIES
AND
ESTIMATES
FOR
ANTICIPATIVE
STOCHASTIC
INTEGRALS
ON
A
RIEMANNIAN
MANIFOLD
A.B.
CRUZEIRO
AND
P.
MALLIAVIN
221
9
ON
CONDITIONAL
CHARACTERISTIC
FUNCTIONS
OF
SECOND
ORDER
WIENER
FUNCTIONALS
L.
DECREUSEFOND
AND
A.S.
USTUNEL
235
VI
CONTENTS
10
11
12
13
14
15
16
17
18
19
20
21
A
VARIATION
OF
PARAMETERS
SOLUTION
OF
A
QUASILINEAR
SKOHOROD
SDE
USING
THE
WICK
PRODUCT
H.
K.
GJESSING
245
DIAGONAL
ESTIMATES
OF
TRANSITION
DENSITIES
FOR
JUMP
PROCESSES
IN
SMALL
TIME
Y.
ISHIKAWA
AND
R.
LEANDRE
251
NON-KOLMOGOROV
PROBABILISTIC
MODELS
WITH
P-ADIC
PROBABILITIES
AND
FOUNDATIONS
OF
QUANTUM
MECHANICS
A.
KHRENNIKOV
275
SMOOTHNESS
OF
THE
SOLUTION
OPERATOR
OF
STOCHASTIC
DIFFERENTIAL
EQUATIONS
WITH
INFINITE
DIMENSIONAL
PARAMETERS
T.S.
KNUDSEN
305
NONLINEAR
SPDES:
COLOMBEAU
SOLUTIONS
AND
PATHWISE
LIMITS
M.
OBERGUGGENBERGER
AND
F.
RUSSO
319
CONSTRUCTION
OF
A
QUANTUM
FIELD
LINKED
TO
THE
COULOMB
POTENTIAL
N.
PRIVAULT
333
THE
SARD
INEQUALITY
ON
TWO
NON-GAUSSIAN
SPACES
N.
PRIVAULT
349
REGULARITY
OF
THE
LAW
FOR
A
CLASS
OF
ANTICIPATING
STOCHASTIC
DIFFERENTIAL
EQUATIONS
C.
ROVIRA
AND
M.
SANZ-SOLE
357
FUBINI
'
S
THEOREM
FOR
PLANE
STOCHASTIC
INTEGRALS
J.
SALAZAR
373
STABILITY
AND
VANISHING
VISCOSITY
FOR
A
CLASS
OF
SPDES
RELATED
TO
TURBULENT
TRANSPORT
G.
VDGE
379
PROBABILISTIC
INTERPRETATION
OF
THE
SYMMETRY
GROUP
OF
HEAT
EQUATIONS
J.C.
ZAMBRINI
387
ON
THE
STRONG
FELLER
PROPERTY
OF
THE
SEMI-GROUPS
GENERATED
BY
NON-DIVERGENCE
OPERATORS
WITH
L
P
DRIFT
M.
ROCKNER
AND
T.S.
ZHANG
401 |
| any_adam_object | 1 |
| author2 | Decreusefond, Laurent 1966- Gjerde, Jon Øksendal, Bernt K. 1945- Üstünel, Ali Süleyman 1950- |
| author2_role | edt edt edt edt |
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| author_GND | (DE-588)173166326 (DE-588)1322561508 (DE-588)128742054 (DE-588)102698646X |
| author_facet | Decreusefond, Laurent 1966- Gjerde, Jon Øksendal, Bernt K. 1945- Üstünel, Ali Süleyman 1950- |
| building | Verbundindex |
| bvnumber | BV011792283 |
| classification_rvk | SD 1996 SK 820 |
| ctrlnum | (OCoLC)314137891 (DE-599)BVBBV011792283 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Conference Proceeding Book |
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| genre_facet | Konferenzschrift 1996 Geilo |
| id | DE-604.BV011792283 |
| illustrated | Illustrated |
| indexdate | 2024-08-16T01:20:17Z |
| institution | BVB |
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| language | English |
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| series | Progress in probability |
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| spelling | Stochastic analysis and related topics VI proceedings of the sixth Oslo Silivri workshop, Geilo 1996 L. Decreusefond ; Jon Gjerde ; B. Øksendal ; A. S. Üstünel, editors Boston ; Basel ; Berlin Birkhäuser [1998] © 1998 vi, 408 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Progress in probability Volume 42 Literaturangaben Stochastische Analysis - Kongress - Geilo <1996> Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1996 Geilo gnd-content Stochastische Analysis (DE-588)4132272-1 s DE-604 Decreusefond, Laurent 1966- (DE-588)173166326 edt Gjerde, Jon (DE-588)1322561508 edt Øksendal, Bernt K. 1945- (DE-588)128742054 edt Üstünel, Ali Süleyman 1950- (DE-588)102698646X edt Oslo Silivri Workshop on Stochastic Analysis 6 1996 Geilo (DE-588)2168390-6 isb Erscheint auch als Online-Ausgabe 978-1-4612-2022-0 Progress in probability Volume 42 (DE-604)BV004163567 42 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007960729&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Stochastic analysis and related topics VI proceedings of the sixth Oslo Silivri workshop, Geilo 1996 Progress in probability Stochastische Analysis - Kongress - Geilo <1996> Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4132272-1 (DE-588)1071861417 |
| title | Stochastic analysis and related topics VI proceedings of the sixth Oslo Silivri workshop, Geilo 1996 |
| title_auth | Stochastic analysis and related topics VI proceedings of the sixth Oslo Silivri workshop, Geilo 1996 |
| title_exact_search | Stochastic analysis and related topics VI proceedings of the sixth Oslo Silivri workshop, Geilo 1996 |
| title_full | Stochastic analysis and related topics VI proceedings of the sixth Oslo Silivri workshop, Geilo 1996 L. Decreusefond ; Jon Gjerde ; B. Øksendal ; A. S. Üstünel, editors |
| title_fullStr | Stochastic analysis and related topics VI proceedings of the sixth Oslo Silivri workshop, Geilo 1996 L. Decreusefond ; Jon Gjerde ; B. Øksendal ; A. S. Üstünel, editors |
| title_full_unstemmed | Stochastic analysis and related topics VI proceedings of the sixth Oslo Silivri workshop, Geilo 1996 L. Decreusefond ; Jon Gjerde ; B. Øksendal ; A. S. Üstünel, editors |
| title_short | Stochastic analysis and related topics VI |
| title_sort | stochastic analysis and related topics vi proceedings of the sixth oslo silivri workshop geilo 1996 |
| title_sub | proceedings of the sixth Oslo Silivri workshop, Geilo 1996 |
| topic | Stochastische Analysis - Kongress - Geilo <1996> Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Stochastische Analysis - Kongress - Geilo <1996> Stochastische Analysis Konferenzschrift 1996 Geilo |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=007960729&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV004163567 |
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