Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo--Silivri Workshop Geilo 1996: 42 - Rilegato

Rilegato

ISBN 10: 0817640185 ISBN 13: 9780817640187

Casa editrice: SPRINGER NATURE, 1998

Riassunto

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.

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Contenuti

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.

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Dettagli dell'edizione

• Editore: SPRINGER NATURE
• Data di pubblicazione: 1998
• Lingua: Inglese
• ISBN 10: 0817640185
• ISBN 13: 9780817640187
• Rilegatura: Copertina rigida
• Numero di pagine: 412
• Redattore: Decreusefond Laurent, Gjerde Jon, Oksendal Bernt
• Contatto del produttore: non disponibile
• Persona responsabile: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Germania