Stochastic Analysis and Related Topics VI

Inhaltsverzeichnis

• Main Lectures.
• 1 Stochastic Differential Systems With Memory. Theory, Examples and Applications.
• 2 Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order.
• Contributed Papers.
• 3 Stochastic Analysis on Lie Groups.
• 4 A Conditional Independence Property for the Solution of a Linear Stochastic Differential Equation with Lateral Conditions.
• 5 Numerical Solution of the Pressure Equation for Fluid Flow in a Stochastic Medium.
• 6 The Burgers Equation with a Non-Gaussian Random Force.
• 7 A Verification Theorem for Combined Stochastic Control and Impulse Control.
• 8 Energy Identities and Estimates for Anticipative Stochastic Integrals on a Riemannian Manifold.
• 9 On Conditional Characteristic Functions of Second Order Wiener Functionals.
• 10 A Variation of Parameters Solution of a Quasilinear Skohorod SDE using the Wick Product.
• 11 Diagonal Estimates of Transition Densities for Jump Processes in Small Time.
• 12 Non-Kolmogorov Probabilistic Models with p-adic Probabilities and Foundations of Quantum Mechanics.
• 13 Smoothness of the Solution Operator of Stochastic Differential Equations with Infinite Dimensional Parameters.
• 14 Nonlinear SPDEs: Colombeau Solutions and Pathwise Limits.
• 15 Construction of a Quantum Field Linked to the Coulomb Potential.
• 16 The Sard Inequality on Two Non-Gaussian Spaces.
• 17 Regularity of the Law for a Class of Anticipating Stochastic Differential Equations.
• 18 Fubini’s Theorem for Plane Stochastic Integrals.
• 19 Stability and Vanishing Viscosity for a Class of SPDEs Related to Turbulent Transport.
• 20 Probabilistic Interpretation of the Symmetry Group of Heat Equations.
• 21 On the Strong Feller Property of the Semi-Groups Generated by Non-Divergence Operatorswith LP Drift.