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Stochastic Analysis and Related Topics V
The Silivri Workshop, 1994
herausgegeben von H. Körezlioglu, B. Oksendal und A.S. ÜstünelInhaltsverzeichnis
- 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.