Ebook: Stochastic Analysis and Related Topics VI: Proceedings of the Sixth Oslo—Silivri Workshop Geilo 1996

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Content:
Front Matter....Pages i-xii
Stochastic Differential Systems With Memory: Theory, Examples and Applications....Pages 1-77
Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order....Pages 79-127
Stochastic Analysis on Lie Groups....Pages 129-158
A Conditional Independence Property for the Solution of a Linear Stochastic Differential Equation with Lateral Conditions....Pages 159-173
Numerical Solution of the Pressure Equation for Fluid Flow in a Stochastic Medium....Pages 175-186
The Burgers Equation with a Non-Gaussian Random Force....Pages 187-210
A Verificiation Theorem for Combined Stochastic Control and Impulse Control....Pages 211-220
Energy Identities and Estimates for Anticipative Stochastic Integrals on a Riemannian Manifold....Pages 221-233
On the Conditional Characteristic Functions of Second Order Wiener Functionals....Pages 235-244
A Variation of Parameters Solution of a Quasilinear Skohorod SDE using the Wick Product....Pages 245-249
Diagonal Estimates of Transition Densities for Jump Processes in Small Time....Pages 251-273
Non-Kolmogorov Probabilistic Models with p-adic Probabilities and Foundations of Quantum Mechanics....Pages 275-303
Smoothness of the Solution Operator of Stochastic Differential Equations with Infinite Dimensional Parameters....Pages 305-318
Nonlinear SPDEs: Colombeau Solutions and Pathwise Limits....Pages 319-332
Construction of a Quantum Field Linked to the Coulomb Potential....Pages 333-348
The Sard Inequality on Two Non-Gaussian Spaces....Pages 349-356
Regularity of the Law for a Class of Anticipating Stochastic Differential Equations....Pages 357-371
Fubini’s Theorem for Plane Stochastic Integrals....Pages 373-378
Stability and Vanishing Viscosity for a Class of SPDEs Related to Turbulent Transport....Pages 379-386
Probabilistic Interpretation of the Symmetry Group of Heat Equations....Pages 387-399
Back Matter....Pages 409-412
....Pages 401-408