Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo--Silivri Workshop Geilo 1996 - Couverture rigide

Couverture rigide

ISBN 10 : 0817640185 ISBN 13 : 9780817640187

Editeur : Birkhauser Boston Inc, 1998

Synopsis

This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop on Stochastic Analysis, held in Geilo from July 29 to August 6, 1996. There are two main lectures - Stochastic Differential Equations with Memory, by S.E. A. Mohammed, - Backward SDE's and Viscosity Solutions of Second Order Semilinear PDE's, by E. Pardoux. The main lectures are presented at the beginning of the volume. There is also a review paper at the third place about the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. We would like to thank - VISTA, a research cooperation between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil), - CNRS, Centre National de la Recherche Scientifique, - The Department of Mathematics of the University of Oslo, - The Ecole Nationale Superieure des Telecommunications, for their financial support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia H[yfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: abc@gfm.cii.fc.ui.pt Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom- 08193-Bellaterra munications CATALONIA (Spain) Departement Reseaux E-mail: alabert@mat.uab.es 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: decreuse@res.enst.fr Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I.

Détails de l'édition

• Éditeur: Birkhauser Boston Inc
• Date d'édition: 1998
• Langue: anglais
• ISBN 10: 0817640185
• ISBN 13: 9780817640187
• Reliure: Relié
• Nombre de pages: 412
• Éditeur: Decreusefond Laurent, Gjerde Jon, Oksendal Bernt, Ustunel Suleyman
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible