Stochastic Analysis and Related Topics VI : Proceedings of the Sixth Oslo-sil...
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Stochastic Analysis and Related Topics VI : Proceedings of the Sixth Oslo-sil.... The contributing papers vary from SPDEs to Non-Kolmogorov type probabilistic models. L. Decreusefond J. Gjerde B. 0ksendal. Stochastic Analysis and Related Topics VI : Proceedings of the Sixth Oslo-silivri Workshop Geilo 1996, Paperback by Decreusefond, Laurent (EDT); Gjerde, Jon (EDT); Oksendal, Bernt (EDT); Ustunel, Suleyman (EDT), ISBN 1461273854, ISBN-13 9781461273851, Like New Used, Free shipping in the US 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 . 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 . Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON STOCHASTIC ANALYSIS Vestlia H¢yfjellshotell, Geilo, Norway, July 28 -August 4, 1996. E-mail: 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: 46, rue Barrault Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail: Box 1053 Blindern Laurent DENIS N-0316 Oslo .
