| Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo--Silivri Workshop Geilo 1996 1998 Edition Contributor(s): Decreusefond, Laurent (Editor), Gjerde, Jon (Editor), Oksendal, Bernt (Editor) |
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ISBN: 0817640185 ISBN-13: 9780817640187 Publisher: Birkhauser OUR PRICE: $104.49 Product Type: Hardcover - Other Formats Published: December 1998 |
| Additional Information |
| BISAC Categories: - Medical - Mathematics | Applied - Mathematics | Probability & Statistics - General |
| Dewey: 519.2 |
| LCCN: 97029125 |
| Series: Contemporary Mathematicians |
| Physical Information: 0.94" H x 6.14" W x 9.21" (1.70 lbs) 412 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |