Stochastic Analysis and Related Topics VI
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Published By Birkhäuser Boston

9781461273851, 9781461220220

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Stochastic Differential Systems With Memory: Theory, Examples and Applications

Stochastic Analysis and Related Topics VI ◽

10.1007/978-1-4612-2022-0_1 ◽

1998 ◽

pp. 1-77 ◽

Author(s):

Salah-Eldin A. Mohammed

Keyword(s):

Differential Systems ◽

Memory Theory ◽

Systems With Memory ◽

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Numerical Solution of the Pressure Equation for Fluid Flow in a Stochastic Medium

Stochastic Analysis and Related Topics VI ◽

10.1007/978-1-4612-2022-0_5 ◽

1998 ◽

pp. 175-186 ◽

Author(s):

Fred Espen Benth ◽

Jon Gjerde

Keyword(s):

Numerical Solution ◽

Pressure Equation ◽

Stochastic Medium

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A Conditional Independence Property for the Solution of a Linear Stochastic Differential Equation with Lateral Conditions

Stochastic Analysis and Related Topics VI ◽

10.1007/978-1-4612-2022-0_4 ◽

1998 ◽

pp. 159-173

Author(s):

Aureli Alabert ◽

Marco Ferrante

Keyword(s):

Differential Equation ◽

Stochastic Differential Equation ◽

Conditional Independence ◽

Independence Property ◽

Linear Stochastic Differential Equation

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Stochastic Analysis on Lie Groups

Stochastic Analysis and Related Topics VI ◽

10.1007/978-1-4612-2022-0_3 ◽

1998 ◽

pp. 129-158 ◽

Author(s):

A. S. Üstünel

Keyword(s):

Stochastic Analysis

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On the Strong Feller Property of the Semigroups Generated by Non-divergence Operators with L p -Drift

Stochastic Analysis and Related Topics VI ◽

10.1007/978-1-4612-2022-0_21 ◽

1998 ◽

pp. 401-408

Author(s):

M. Röckner ◽

T. S. Zhang

Keyword(s):

Strong Feller Property ◽

Feller Property ◽

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Fubini’s Theorem for Plane Stochastic Integrals

Stochastic Analysis and Related Topics VI ◽

10.1007/978-1-4612-2022-0_18 ◽

1998 ◽

pp. 373-378

Author(s):

Jorge Salazar

Keyword(s):

Stochastic Integrals ◽

Fubini’S Theorem ◽

Fubini's Theorem

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Non-Kolmogorov Probabilistic Models with p-adic Probabilities and Foundations of Quantum Mechanics

Stochastic Analysis and Related Topics VI ◽

10.1007/978-1-4612-2022-0_12 ◽

1998 ◽

pp. 275-303

Author(s):

A. Khrennikov

Keyword(s):

Quantum Mechanics ◽

Probabilistic Models ◽

Foundations Of Quantum Mechanics

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Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order

Stochastic Analysis and Related Topics VI ◽

10.1007/978-1-4612-2022-0_2 ◽

1998 ◽

pp. 79-127 ◽

Author(s):

Étienne Pardoux

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Viscosity Solutions ◽

Backward Stochastic Differential Equations ◽

Second Order ◽

Elliptic Pdes ◽

Semilinear Parabolic

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The Sard Inequality on Two Non-Gaussian Spaces

Stochastic Analysis and Related Topics VI ◽

10.1007/978-1-4612-2022-0_16 ◽

1998 ◽

pp. 349-356 ◽

Author(s):

Nicolas Privault

Keyword(s):

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A Verificiation Theorem for Combined Stochastic Control and Impulse Control

Stochastic Analysis and Related Topics VI ◽

10.1007/978-1-4612-2022-0_7 ◽

1998 ◽

pp. 211-220 ◽

Author(s):

K. A. Brekke ◽

B. Øksendal

Keyword(s):

Stochastic Control ◽

Impulse Control

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