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Stochastic Analysis and Related Topics
. Ed(S): Decreusefond, Laurent; Gjerde, Jon; Oksendal, Bernt; Ustunel, Suleyman
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Description for Stochastic Analysis and Related Topics
Paperback. Editor(s): Decreusefond, Laurent; Gjerde, Jon; Oksendal, Bernt; Ustunel, Suleyman. Series: Progress in Probability. Num Pages: 424 pages, biography. BIC Classification: MB; PBF; PBT; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 22. Weight in Grams: 652.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer-Verlag New York Inc. United States
Number of pages
424
Condition
New
Series
Progress in Probability
Number of Pages
412
Place of Publication
New York, United States
ISBN
9781461273851
SKU
V9781461273851
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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