Stochastic analysis and related topics V : the Silivri workshop, 1994 /
Saved in:
| Corporate Author: | |
|---|---|
| Other Authors: | , , |
| Format: | Conference Proceeding Book |
| Language: | English |
| Published: |
Boston :
Birkhäuser,
c1996.
|
| Series: | Progress in probability ;
38. |
| Subjects: |
Table of Contents:
- Mathematical Theory of Communication Networks / Venkat Anantharam
- State-Space Models of the Term Structure of Interest Rates / Darrell Duffie
- Theory of Capacity on the Wiener Space / Francis Hirsch
- A Model for Loss of Profits Insurance / Kunt K. Aase
- A Note on Population Growth in a Crowded Stochastic Environment / Fred Benth
- A Generalized Feynman - A Formula for the Stochastic Heat Problem with Anticipating Initial Conditions / Fred Benth
- Wick products of Complex Valued Random Variables / Fred Benth, Bernt Oksendal, Jan Uboe and Tusheng Zhang
- Two Classes of Stochastic Dirichlet Equations which Admit Explicit Solution Formulas / Jon Gjerde
- Semi-Implicit Euler Maruyama Scheme for Stiff Stochastic Equations / Yaozhong Hu
- Wick Approximation of Quasilinear Stochastic Differential Equations / Yaozhong Hu and Bernt Oksendal
- The Circle as a Fermionic Distribution / R. Leandre.
- Linear Skorohod Stochastic Differential Equations on Poisson Space / Nicolas Privault
- Diffusion Approximation for Elliptic Stochastic Differential Equations / Samy Tindel
- Absolute Continuity of Monotone Shifts on the Wiener Space / Ali Suleyman Ustunel and Moshe Zakai
- Hilbert Space Methods Applied to Elliptic Stochastic Partial Differential Equations / Gjermund Vage.