Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo―Silivri Workshop Geilo 1996: 42 (Progress in Probability, 42) - Hardcover

 
9780817640187: Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo―Silivri Workshop Geilo 1996: 42 (Progress in Probability, 42)
Hardcover
ISBN 10: 0817640185 ISBN 13: 9780817640187
Publisher: Birkhäuser, 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.

"synopsis" may belong to another edition of this title.

Synopsis

Featuring papers on backward stochastic equations, viscosity solutions, stochastic calculus of variations as well as other topics, this text includes applications to finance and economics.

"About this title" may belong to another edition of this title.

Publisher
Birkhäuser
Publication date
1998
Language
English
ISBN 10 
0817640185
ISBN 13 
9780817640187
Binding
Hardcover
Number of pages
424
Editor
Decreusefond Laurent, Gjerde Jon, Oksendal Bernt, Ustunel Suleyman

Other Popular Editions of the Same Title

9783764340186: Stochastic Analysis and Related Topics VI: The Geilo Workshop 1996: v. 42 (Progress in Probability)

Featured Edition

ISBN 10:  3764340185 ISBN 13:  9783764340186
Publisher: Birkhauser Verlag AG, 1997
Hardcover