Stochastic Analysis and Related Topics V | The Silivri Workshop, 1994 | ISBN 9780817638870

Stochastic Analysis and Related Topics V

The Silivri Workshop, 1994

herausgegeben von H. Körezlioglu, B. Oksendal und A.S. Üstünel
Mitwirkende
Herausgegeben vonH. Körezlioglu
Herausgegeben vonB. Oksendal
Herausgegeben vonA.S. Üstünel
Buchcover Stochastic Analysis and Related Topics V  | EAN 9780817638870 | ISBN 0-8176-3887-3 | ISBN 978-0-8176-3887-0

Stochastic Analysis and Related Topics V

The Silivri Workshop, 1994

herausgegeben von H. Körezlioglu, B. Oksendal und A.S. Üstünel
Mitwirkende
Herausgegeben vonH. Körezlioglu
Herausgegeben vonB. Oksendal
Herausgegeben vonA.S. Üstünel

Inhaltsverzeichnis

  • 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.