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.
Inhaltsverzeichnis
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.
