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.
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