Stochastic analysis and related topics VI. Proceedings of the Sixth Oslo-Silivri Workshop, Geilo, 1996.

Decreusefond, Laurent:

ISBN 10: 0817640185 / ISBN 13: 9780817640187

Published by Boston, Birkhäuser, 1998

About this Item

408 p. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-04290 9780817640187 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2490520

Bibliographic Details

Title: Stochastic analysis and related topics VI. ...

Publisher: Boston, Birkhäuser

Publication Date: 1998

Binding: Hardcover

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.