Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boston, MA
Birkhäuser Boston
1998
|
| Series: | Progress in Probability
42 |
| Subjects: | |
| Online Access: | Volltext |
| Item Description: | 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: 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. |
| Physical Description: | 1 Online-Ressource (XII, 412 p) |
| ISBN: | 9781461220220 9781461273851 |
| DOI: | 10.1007/978-1-4612-2022-0 |
Staff View
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| spelling | Decreusefond, Laurent Verfasser aut 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 Boston, MA Birkhäuser Boston 1998 1 Online-Ressource (XII, 412 p) txt rdacontent c rdamedia cr rdacarrier Progress in Probability 42 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: 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. Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf 1\p (DE-588)1071861417 Konferenzschrift 1996 Geilo gnd-content Stochastische Analysis (DE-588)4132272-1 s 2\p DE-604 Øksendal, Bernt Sonstige oth Gjerde, Jon Sonstige oth Üstünel, Ali Süleyman Sonstige oth https://doi.org/10.1007/978-1-4612-2022-0 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Decreusefond, Laurent Stochastic Analysis and Related Topics VI Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996 Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik 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 edited by Laurent Decreusefond, Bernt Øksendal, Jon Gjerde, Ali Süleyman Üstünel |
| title_fullStr | 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 |
| title_full_unstemmed | 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 |
| 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 | Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Mathematics Distribution (Probability theory) Mathematical statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Mathematik Stochastische Analysis Konferenzschrift 1996 Geilo |
| url | https://doi.org/10.1007/978-1-4612-2022-0 |
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