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Stochastic Analysis and Related Topics VI - Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996 (Hardcover, 1998 ed.) Loot Price: R3,120
Discovery Miles 31 200
Stochastic Analysis and Related Topics VI - Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996 (Hardcover, 1998 ed.):...

Stochastic Analysis and Related Topics VI - Proceedings of the Sixth Oslo-Silivri Workshop Geilo 1996 (Hardcover, 1998 ed.)

Laurent Decreusefond, Jon Gjerde, Bernt Oksendal, Suleyman Ustunel

Series: Progress in Probability, 42

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Loot Price R3,120 Discovery Miles 31 200 | Repayment Terms: R292 pm x 12*

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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: [email protected] 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: [email protected] Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I.

General

Imprint: Birkhauser Boston
Country of origin: United States
Series: Progress in Probability, 42
Release date: 2001
First published: December 1998
Editors: Laurent Decreusefond • Jon Gjerde • Bernt Oksendal • Suleyman Ustunel
Dimensions: 235 x 155 x 23mm (L x W x T)
Format: Hardcover
Pages: 412
Edition: 1998 ed.
ISBN-13: 978-0-8176-4018-7
Categories: Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Differential equations
Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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LSN: 0-8176-4018-5
Barcode: 9780817640187

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