Progress in Probability

Stochastic Analysis and Related Topics VI

Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996

Editors: Decreusefond, L., Gjerde, J., Oksendal, B., Ustunel, S. (Eds.)

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Table of contents (21 chapters)

  • Stochastic Differential Systems With Memory: Theory, Examples and Applications

    Mohammed, Salah-Eldin A.

    Pages 1-77

  • Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order

    Pardoux, Étienne

    Pages 79-127

  • Stochastic Analysis on Lie Groups

    Üstünel, A. S.

    Pages 129-158

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

    Alabert, Aureli (et al.)

    Pages 159-173

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

    Benth, Fred Espen (et al.)

    Pages 175-186

Buy this book

eBook $169.00
price for USA (gross)
  • ISBN 978-1-4612-2022-0
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $259.00
price for USA
  • ISBN 978-0-8176-4018-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $219.00
price for USA
  • ISBN 978-1-4612-7385-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Analysis and Related Topics VI
Book Subtitle
Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996
Editors
  • Laurent Decreusefond
  • Jon Gjerde
  • Bernt Oksendal
  • Suleyman Ustunel
Series Title
Progress in Probability
Series Volume
42
Copyright
1998
Publisher
Birkhäuser Basel
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4612-2022-0
DOI
10.1007/978-1-4612-2022-0
Hardcover ISBN
978-0-8176-4018-7
Softcover ISBN
978-1-4612-7385-1
Series ISSN
1050-6977
Edition Number
1
Number of Pages
XII, 412
Topics