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...
Series: Progress in Probability (Book 42)
Hardcover: 412 pages
Publisher: Birkhäuser; 1998 edition (December 18, 1998)
Product Dimensions: 6.1 x 0.9 x 9.2 inches
Amazon Rank: 8863599
Format: PDF Text TXT book
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