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

Laurent Decreusefond (u. a.)

ISBN 10: 1461273854 / ISBN 13: 9781461273851

Published by Birkhäuser, 2012

About this Item

Stochastic Analysis and Related Topics VI | Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996 | Laurent Decreusefond (u. a.) | Taschenbuch | Progress in Probability | xii | Englisch | 2012 | Birkhäuser | EAN 9781461273851 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Seller Inventory # 106027269

Bibliographic Details

• Title: Stochastic Analysis and Related Topics VI | Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996
• Publisher: Birkhäuser
• Publication Date: 2012
• Language: English
• ISBN 10: 1461273854
• ISBN 13: 9781461273851
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 24D millimeters 235 millimeters width by 155 millimeters height by 24 millimeters depth
• Weight: 645 grams
• Seller catalogs:
  • Bücher

About this title

Synopsis

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.