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Stochastic Analysis and Related Topics VI

Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996

  • Conference proceedings
  • © 1998

Overview

Editors:
  1. Laurent Decreusefond

    1. Département Réseaux, École Nationale Supérieure des Télécommunications, Paris Cedex 13, France

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  2. Bernt Øksendal

    1. Dept. of Mathematics, University of Oslo, Oslo, Norway

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  3. Jon Gjerde

    1. Central Bureau of Statistics, Norwegian Computing Center, Oslo, Norway

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  4. Ali Süleyman Üstünel

    1. Département Réseaux, École Nationale Supérieure des Télécommunications, Paris Cedex 13, France

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Part of the book series: Progress in Probability (PRPR, volume 42)

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Table of contents (21 papers)

  1. Front Matter

    Pages i-xii
    Download chapter PDF

  3. Contributed Papers

    1. Stochastic Analysis on Lie Groups

      • A. S. Üstünel
      Pages 129-158

    2. A Conditional Independence Property for the Solution of a Linear Stochastic Differential Equation with Lateral Conditions

      • Aureli Alabert, Marco Ferrante
      Pages 159-173

    3. Numerical Solution of the Pressure Equation for Fluid Flow in a Stochastic Medium

      • Fred Espen Benth, Jon Gjerde
      Pages 175-186

    4. The Burgers Equation with a Non-Gaussian Random Force

      • Fred Espen Benth, Ludwig Streit
      Pages 187-210

    5. A Verificiation Theorem for Combined Stochastic Control and Impulse Control

      • K. A. Brekke, B. Øksendal
      Pages 211-220

    6. Energy Identities and Estimates for Anticipative Stochastic Integrals on a Riemannian Manifold

      • A. B. Cruzeiro, P. Malliavin
      Pages 221-233

    7. On the Conditional Characteristic Functions of Second Order Wiener Functionals

      • L. Decreusefond, A. S. Üstünel
      Pages 235-244

    8. A Variation of Parameters Solution of a Quasilinear Skohorod SDE using the Wick Product

      • Håkon K. Gjessing
      Pages 245-249

    9. Diagonal Estimates of Transition Densities for Jump Processes in Small Time

      • Y. Ishikawa, R. Léandre
      Pages 251-273

    10. Non-Kolmogorov Probabilistic Models with p-adic Probabilities and Foundations of Quantum Mechanics

      • A. Khrennikov
      Pages 275-303

    11. Smoothness of the Solution Operator of Stochastic Differential Equations with Infinite Dimensional Parameters

      • Thomas Skov Knudsen
      Pages 305-318

    12. Nonlinear SPDEs: Colombeau Solutions and Pathwise Limits

      • Michael Oberguggenberger, Francesco Russo
      Pages 319-332

    13. Construction of a Quantum Field Linked to the Coulomb Potential

      • Nicolas Privault
      Pages 333-348

    14. The Sard Inequality on Two Non-Gaussian Spaces

      • Nicolas Privault
      Pages 349-356

    15. Regularity of the Law for a Class of Anticipating Stochastic Differential Equations

      • Carles Rovira, Marta Sanz-Solé
      Pages 357-371

    16. Fubini’s Theorem for Plane Stochastic Integrals

      • Jorge Salazar
      Pages 373-378

    17. Stability and Vanishing Viscosity for a Class of SPDEs Related to Turbulent Transport

      • Gjermund Våge
      Pages 379-386
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Keywords

Editors and Affiliations

  • Département Réseaux, École Nationale Supérieure des Télécommunications, Paris Cedex 13, France

    Laurent Decreusefond, Ali Süleyman Üstünel

  • Dept. of Mathematics, University of Oslo, Oslo, Norway

    Bernt Øksendal

  • Central Bureau of Statistics, Norwegian Computing Center, Oslo, Norway

    Jon Gjerde

Bibliographic Information

  • Book Title: Stochastic Analysis and Related Topics VI

  • Book Subtitle: Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996

  • Editors: Laurent Decreusefond, Bernt Øksendal, Jon Gjerde, Ali Süleyman Üstünel

  • Series Title: Progress in Probability

  • DOI: https://doi.org/10.1007/978-1-4612-2022-0

  • Publisher: Birkhäuser Boston, MA

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1998

  • Hardcover ISBN: 978-0-8176-4018-7Published: 18 December 1998

  • Softcover ISBN: 978-1-4612-7385-1Published: 11 October 2012

  • eBook ISBN: 978-1-4612-2022-0Published: 06 December 2012

  • Series ISSN: 1050-6977

  • Series E-ISSN: 2297-0428

  • Edition Number: 1

  • Number of Pages: XII, 412

  • Topics: Probability Theory and Stochastic Processes, Statistical Theory and Methods

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