Stochastic Analysis and Related Topics V (eBook, PDF)

The Silivri Workshop, 1994
Redaktion: Körezlioglu, H.; Üstünel, A. S.; Oksendal, B.

• Format: PDF

Produktbeschreibung

Zur Zeit liegt uns keine Inhaltsangabe vor.

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Produktdetails

• Verlag: Birkhäuser Boston
• Seitenzahl: 294
• Erscheinungstermin: 6. Dezember 2012
• Englisch
• ISBN-13: 9781461224501
• Artikelnr.: 44199391

Inhaltsangabe

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.