Stochastic Analysis and Related Topics V: The Silivri Workshop, 1994

Front Matter....Pages I-VII
Mathematical Theory of Communication Networks....Pages 1-39
State-Space Models of the Term Structure of Interest Rates....Pages 41-67
Theory of capacity on the Wiener space....Pages 69-98
A model for loss of profits insurance....Pages 99-110
A Note On Population Growth In A Crowded Stochastic Environment....Pages 111-119
A Generalized Feynman-Kac Formula for the Stochastic Heat Problem with Anticipating Initial Conditions....Pages 121-133
Wick products of complex valued random variables....Pages 135-155
Two classes of stochastic Dirichlet equations which admit explicit solution formulas....Pages 157-181
Semi-Implicit Euler-Maruyama Scheme for Stiff Stochastic Equations....Pages 183-202
Wick Approximation of Quasilinear Stochastic Differential Equations....Pages 203-231
The Circle as a Fermionic Distribution....Pages 233-236
Linear Skorohod stochastic differential equations on Poisson space....Pages 237-253
Diffusion approximation for elliptic stochastic differential equations....Pages 255-268
Absolute Continuity of Monotone Shifts on the Wiener Space....Pages 269-279
Hilbert Space Methods Applied to Elliptic Stochastic Partial Differential Equations....Pages 281-294
Back Matter....Pages 295-296