Editors:

Laurent Decreusefond⁰,
Bernt Øksendal¹,
Jon Gjerde²,
…
Ali Süleyman Üstünel³

Laurent Decreusefond
1. Département Réseaux, École Nationale Supérieure des Télécommunications, Paris Cedex 13, France
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Bernt Øksendal
1. Dept. of Mathematics, University of Oslo, Oslo, Norway
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Jon Gjerde
1. Central Bureau of Statistics, Norwegian Computing Center, Oslo, Norway
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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)

Front Matter

Pages i-xii

PDF
Main Lectures
1. Stochastic Differential Systems With Memory: Theory, Examples and Applications
  
  Salah-Eldin A. Mohammed
  
  Pages 1-77
2. Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order
  
  Étienne Pardoux
  
  Pages 79-127
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

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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Table of contents (21 papers)

Front Matter

Main Lectures

Contributed Papers

Keywords

Editors and Affiliations

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

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

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

Bibliographic Information

Publish with us

Buy it now

Buying options

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