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Stochastic Analysis and Related Topics V

The Silivri Workshop, 1994

  • Conference proceedings
  • © 1996

Overview

Editors:
  1. H. Körezlioğlu

    1. Dept. Réseaux, ENST, Paris, France

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  2. B. Øksendal

    1. Department of Mathematics, University of Oslo, Oslo 3, Norway

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  3. A. S. Üstünel

    1. Dept. Réseaux, ENST, Paris, France

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Part of the book series: Progress in Probability (PRPR, volume 38)

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Table of contents (15 papers)

  1. Front Matter

    Pages I-VII
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  2. Main Lectures

    1. Mathematical Theory of Communication Networks

      • Venkat Anantharam
      Pages 1-39

    2. State-Space Models of the Term Structure of Interest Rates

      • Darrell Duffie
      Pages 41-67

    3. Theory of capacity on the Wiener space

      • Francis Hirsch
      Pages 69-98

  3. Contributed Papers

    1. A model for loss of profits insurance

      • Knut K. Aase
      Pages 99-110

    2. A Note On Population Growth In A Crowded Stochastic Environment

      • Fred Espen Benth
      Pages 111-119

    3. A Generalized Feynman-Kac Formula for the Stochastic Heat Problem with Anticipating Initial Conditions

      • Fred Espen Benth
      Pages 121-133

    4. Wick products of complex valued random variables

      • Fred Espen Benth, Bernt Øksendal, Jan Ubøe, Tusheng Zhang
      Pages 135-155

    5. Two classes of stochastic Dirichlet equations which admit explicit solution formulas

      • Jon Gjerde
      Pages 157-181

    6. Semi-Implicit Euler-Maruyama Scheme for Stiff Stochastic Equations

      • Yaozhong Hu
      Pages 183-202

    7. Wick Approximation of Quasilinear Stochastic Differential Equations

      • Yaozhong Hu, Bernt Øksendal
      Pages 203-231

    8. The Circle as a Fermionic Distribution

      • R. Leandre
      Pages 233-236

    9. Linear Skorohod stochastic differential equations on Poisson space

      • Nicolas Privault
      Pages 237-253

    10. Diffusion approximation for elliptic stochastic differential equations

      • Samy Tindel
      Pages 255-268

    11. Absolute Continuity of Monotone Shifts on the Wiener Space

      • Ali Süleyman Üstünel, Moshe Zakai
      Pages 269-279

    12. Hilbert Space Methods Applied to Elliptic Stochastic Partial Differential Equations

      • Gjermund Våge
      Pages 281-294

  4. Back Matter

    Pages 295-296
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Keywords

Editors and Affiliations

  • Dept. Réseaux, ENST, Paris, France

    H. Körezlioğlu, A. S. Üstünel

  • Department of Mathematics, University of Oslo, Oslo 3, Norway

    B. Øksendal

Bibliographic Information

  • Book Title: Stochastic Analysis and Related Topics V

  • Book Subtitle: The Silivri Workshop, 1994

  • Editors: H. Körezlioğlu, B. Øksendal, A. S. Üstünel

  • Series Title: Progress in Probability

  • DOI: https://doi.org/10.1007/978-1-4612-2450-1

  • Publisher: Birkhäuser Boston, MA

  • eBook Packages: Springer Book Archive

  • Copyright Information: Birkhäuser Boston 1996

  • Hardcover ISBN: 978-0-8176-3887-0Due: 26 January 1996

  • Softcover ISBN: 978-1-4612-7541-1Published: 24 January 2012

  • eBook ISBN: 978-1-4612-2450-1Published: 06 December 2012

  • Series ISSN: 1050-6977

  • Series E-ISSN: 2297-0428

  • Edition Number: 1

  • Number of Pages: 294

  • Topics: Probability Theory and Stochastic Processes

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