Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

TitleStochastic Analysis and Related Topics VI [electronic resource] : Proceedings of the Sixth Osloโ{128}{148}Silivri Workshop Geilo 1996 / edited by Laurent Decreusefond, Bernt ร{152}ksendal, Jon Gjerde, Ali Sรผleyman ร{156}stรผnel
ImprintBoston, MA : Birkhรคuser Boston : Imprint: Birkhรคuser, 1998
Connect tohttp://dx.doi.org/10.1007/978-1-4612-2022-0
Descript XII, 412 p. online resource

CONTENT

Main Lectures -- 1 Stochastic Differential Systems With Memory. Theory, Examples and Applications -- 2 Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order -- Contributed Papers -- 3 Stochastic Analysis on Lie Groups -- 4 A Conditional Independence Property for the Solution of a Linear Stochastic Differential Equation with Lateral Conditions -- 5 Numerical Solution of the Pressure Equation for Fluid Flow in a Stochastic Medium -- 6 The Burgers Equation with a Non-Gaussian Random Force -- 7 A Verification Theorem for Combined Stochastic Control and Impulse Control -- 8 Energy Identities and Estimates for Anticipative Stochastic Integrals on a Riemannian Manifold -- 9 On Conditional Characteristic Functions of Second Order Wiener Functionals -- 10 A Variation of Parameters Solution of a Quasilinear Skohorod SDE using the Wick Product -- 11 Diagonal Estimates of Transition Densities for Jump Processes in Small Time -- 12 Non-Kolmogorov Probabilistic Models with p-adic Probabilities and Foundations of Quantum Mechanics -- 13 Smoothness of the Solution Operator of Stochastic Differential Equations with Infinite Dimensional Parameters -- 14 Nonlinear SPDEs: Colombeau Solutions and Pathwise Limits -- 15 Construction of a Quantum Field Linked to the Coulomb Potential -- 16 The Sard Inequality on Two Non-Gaussian Spaces -- 17 Regularity of the Law for a Class of Anticipating Stochastic Differential Equations -- 18 Fubiniโ{128}{153}s Theorem for Plane Stochastic Integrals -- 19 Stability and Vanishing Viscosity for a Class of SPDEs Related to Turbulent Transport -- 20 Probabilistic Interpretation of the Symmetry Group of Heat Equations -- 21 On the Strong Feller Property of the Semi-Groups Generated by Non-Divergence Operators with LP Drift


Mathematics Probabilities Statistics Mathematics Probability Theory and Stochastic Processes Statistical Theory and Methods



Location



Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network

  line

facebook   instragram