Stochastic Analysis and Related Topics VI

Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996

  • Laurent Decreusefond
  • Bernt Øksendal
  • Jon Gjerde
  • Ali Süleyman Üstünel
Part of the Progress in Probability book series (PRPR, volume 42)

Table of contents

  1. Front Matter
    Pages i-xii
  2. Main Lectures

  3. Contributed Papers

    1. A. S. Üstünel
      Pages 129-158
    2. Fred Espen Benth, Ludwig Streit
      Pages 187-210
    3. Michael Oberguggenberger, Francesco Russo
      Pages 319-332
    4. Nicolas Privault
      Pages 349-356

About these proceedings

Keywords

Boundary value problem Parameter Stochastic calculus Variation jump process probability theory stochastic differential equation

Editors and affiliations

  • Laurent Decreusefond
    • 1
  • Bernt Øksendal
    • 2
  • Jon Gjerde
    • 3
  • Ali Süleyman Üstünel
    • 1
  1. 1.Département RéseauxÉcole Nationale Supérieure des TélécommunicationsParis Cedex 13France
  2. 2.Dept. of MathematicsUniversity of OsloOsloNorway
  3. 3.Central Bureau of StatisticsNorwegian Computing CenterOsloNorway

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-2022-0
  • Copyright Information Birkhäuser Boston 1998
  • Publisher Name Birkhäuser, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4612-7385-1
  • Online ISBN 978-1-4612-2022-0