Volume 42 1998

Stochastic Analysis and Related Topics VI

Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996

ISBN: 978-1-4612-7385-1 (Print) 978-1-4612-2022-0 (Online)

Table of contents (21 chapters)

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  1. Front Matter

    Pages i-xii

  2. Main Lectures

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      Book Chapter

      Pages 1-77

      Stochastic Differential Systems With Memory: Theory, Examples and Applications

    2. No Access

      Book Chapter

      Pages 79-127

      Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order

  3. Contributed Papers

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      Book Chapter

      Pages 129-158

      Stochastic Analysis on Lie Groups

    2. No Access

      Book Chapter

      Pages 159-173

      A Conditional Independence Property for the Solution of a Linear Stochastic Differential Equation with Lateral Conditions

    3. No Access

      Book Chapter

      Pages 175-186

      Numerical Solution of the Pressure Equation for Fluid Flow in a Stochastic Medium

    4. No Access

      Book Chapter

      Pages 187-210

      The Burgers Equation with a Non-Gaussian Random Force

    5. No Access

      Book Chapter

      Pages 211-220

      A Verificiation Theorem for Combined Stochastic Control and Impulse Control

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      Book Chapter

      Pages 221-233

      Energy Identities and Estimates for Anticipative Stochastic Integrals on a Riemannian Manifold

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      Book Chapter

      Pages 235-244

      On the Conditional Characteristic Functions of Second Order Wiener Functionals

    8. No Access

      Book Chapter

      Pages 245-249

      A Variation of Parameters Solution of a Quasilinear Skohorod SDE using the Wick Product

    9. No Access

      Book Chapter

      Pages 251-273

      Diagonal Estimates of Transition Densities for Jump Processes in Small Time

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      Book Chapter

      Pages 275-303

      Non-Kolmogorov Probabilistic Models with p-adic Probabilities and Foundations of Quantum Mechanics

    11. No Access

      Book Chapter

      Pages 305-318

      Smoothness of the Solution Operator of Stochastic Differential Equations with Infinite Dimensional Parameters

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      Book Chapter

      Pages 319-332

      Nonlinear SPDEs: Colombeau Solutions and Pathwise Limits

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      Book Chapter

      Pages 333-348

      Construction of a Quantum Field Linked to the Coulomb Potential

    14. No Access

      Book Chapter

      Pages 349-356

      The Sard Inequality on Two Non-Gaussian Spaces

    15. No Access

      Book Chapter

      Pages 357-371

      Regularity of the Law for a Class of Anticipating Stochastic Differential Equations

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      Book Chapter

      Pages 373-378

      Fubini’s Theorem for Plane Stochastic Integrals

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      Book Chapter

      Pages 379-386

      Stability and Vanishing Viscosity for a Class of SPDEs Related to Turbulent Transport

    18. No Access

      Book Chapter

      Pages 387-399

      Probabilistic Interpretation of the Symmetry Group of Heat Equations

  4. Back Matter

    Pages 409-412

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