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TitleStochastic Analysis and Related Topics V [electronic resource] : The Silivri Workshop, 1994 / edited by H. Kรถrezlioฤ{159}lu, B. ร{152}ksendal, A. S. ร{156}stรผnel
ImprintBoston, MA : Birkhรคuser Boston, 1996
Connect tohttp://dx.doi.org/10.1007/978-1-4612-2450-1
Descript 294 p. online resource

CONTENT

Main Lectures -- Mathematical Theory of Communication Networks -- State-Space Models of the Term Structure of Interest Rates -- Theory of Capacity on the Wiener Space -- Contributed Papers -- A Model for Loss of Profits Insurance -- A Note on Population Growth in a Crowded Stochastic Environment -- A Generalized Feynman-Kac Formula for the Stochastic Heat Problem with Anticipating Initial Conditions -- Wick products of Complex Valued Random Variables -- Two Classes of Stochastic Dirichlet Equations which Admit Explicit Solution Formulas -- Semi-Implicit Euler-Maruyama Scheme for Stiff Stochastic Equations -- Wick Approximation of Quasilinear Stochastic Differential Equations -- The Circle as a Fermionic Distribution -- Linear Skorohod Stochastic Differential Equations on Poisson Space -- Diffusion Approximation for Elliptic Stochastic Differential Equations -- Absolute Continuity of Monotone Shifts on the Wiener Space -- Hilbert Space Methods Applied to Elliptic Stochastic Partial Differential Equations


Mathematics Probabilities Mathematics Probability Theory and Stochastic Processes



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