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Inhaltsverzeichnis
Main Lectures. - 1 Stochastic Differential Systems With Memory. Theory, Examples and Applications. - 2 Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order. - Contributed Papers. - 3 Stochastic Analysis on Lie Groups. - 4 A Conditional Independence Property for the Solution of a Linear Stochastic Differential Equation with Lateral Conditions. - 5 Numerical Solution of the Pressure Equation for Fluid Flow in a Stochastic Medium. - 6 The Burgers Equation with a Non-Gaussian Random Force. - 7 A Verification Theorem for Combined Stochastic Control and Impulse Control. - 8 Energy Identities and Estimates for Anticipative Stochastic Integrals on a Riemannian Manifold. - 9 On Conditional Characteristic Functions of Second Order Wiener Functionals. - 10 A Variation of Parameters Solution of a Quasilinear Skohorod SDE using the Wick Product. - 11 Diagonal Estimates of Transition Densities for Jump Processes in Small Time. - 12 Non-Kolmogorov Probabilistic Models with p-adic Probabilities and Foundations of Quantum Mechanics. - 13 Smoothness of the Solution Operator of Stochastic Differential Equations with Infinite Dimensional Parameters. - 14 Nonlinear SPDEs: Colombeau Solutions and Pathwise Limits. - 15 Construction of a Quantum Field Linked to the Coulomb Potential. - 16 The Sard Inequality on Two Non-Gaussian Spaces. - 17 Regularity of the Law for a Class of Anticipating Stochastic Differential Equations. - 18 Fubini s Theorem for Plane Stochastic Integrals. - 19 Stability and Vanishing Viscosity for a Class of SPDEs Related to Turbulent Transport. - 20 Probabilistic Interpretation of the Symmetry Group of Heat Equations. - 21 On the Strong Feller Property of the Semi-Groups Generated by Non-Divergence Operatorswith LP Drift.
