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Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996 - Progress in Probability 42 (Hardback)
  • Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996 - Progress in Probability 42 (Hardback)
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Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996 - Progress in Probability 42 (Hardback)

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£119.99
Hardback 412 Pages / Published: 18/12/1998
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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.

Publisher: Birkhauser Boston Inc
ISBN: 9780817640187
Number of pages: 412
Weight: 1710 g
Dimensions: 235 x 155 x 23 mm
Edition: 1998 ed.

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