EAN: 9781461273851

STOCHASTIC ANALYSIS AND RELATED TOPICS VI KARTO...

This volume contains the contributions of the participants of the Sixth Oslo-Silivri Workshop
on Stochastic Analysis  held in Geilo from July 29 to August 6  1996. There are two main
lectures Stochastic Differential Equations with Memory  by S.E. A. Mohammed  Backward SDE's and
Viscosity Solutions of Second Order Semilinear PDE's  by E. Pardoux. The main lectures are
presented at the beginning of the volume. There is also a review paper at the third place about
the stochastic calculus of variations on Lie groups. The contributing papers vary from SPDEs to
Non-Kolmogorov type probabilistic models. We would like to thank VISTA  a research cooperation
between Norwegian Academy of Sciences and Letters and Den Norske Stats Oljeselskap (Statoil) 
CNRS  Centre National de la Recherche Scientifique  The Department of Mathematics of the
University of Oslo  The Ecole Nationale Superieure des Telecommunications  for their financial
support. L. Decreusefond J. Gjerde B. 0ksendal A.S. Ustunel PARTICIPANTS TO THE 6TH WORKSHOP ON
STOCHASTIC ANALYSIS Vestlia H Ct. yfjellshotell  Geilo  Norway  July 28 -August 4  1996.
E-mail: abc@gfm.cii.fc.ui.pt Aureli ALABERT Departament de Matematiques Laurent DECREUSEFOND
Universitat Autonoma de Barcelona Ecole Nationale Superieure des Telecom 08193-Bellaterra
munications CATALONIA (Spain) Departement Reseaux E-mail: alabert@mat.uab.es 46  rue Barrault
Halvard ARNTZEN 75634 Paris Cedex 13 Dept. of Mathematics FRANCE University of Oslo E-mail:
decreuse@res.enst.fr Box 1053 Blindern Laurent DENIS N-0316 Oslo C.M.I.

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