E-Book, Englisch, Band 38, 294 Seiten, eBook
Reihe: Progress in Probability
The Silivri Workshop, 1994
E-Book, Englisch, Band 38, 294 Seiten, eBook
Reihe: Progress in Probability
ISBN: 978-1-4612-2450-1
Verlag: Birkhäuser Boston
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.