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Author:   Laurent Decreusefond ,  Jon Gjerde ,  Bernt Oksendal ,  Suleyman Ustunel
Publisher:   Birkhauser Boston Inc
Imprint:   Birkhauser Boston Inc
Edition:   1998 ed.
Volume:   42
Dimensions:   Width: 15.50cm , Height: 2.30cm , Length: 23.50cm
Weight:   1.710kg
ISBN:  

9780817640187

ISBN 10:   0817640185
Pages:   412
Publication Date:   18 December 1998
Audience:   College/higher education ,  Professional and scholarly ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

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 Operatorswith LP Drift.

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