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Found 135 Documents (Results 1–100)

Heat kernel estimates on Harnack manifolds and beyond. (English) Zbl 07821698

Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 6. Sections 12–14. Berlin: European Mathematical Society (EMS). 4452-4473 (2023).
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Finite volume approximations for non-linear parabolic problems with stochastic forcing. (English) Zbl 07781696

Franck, Emmanuel (ed.) et al., Finite volumes for complex applications X – Volume 1. Elliptic and parabolic problems. FVCA 10, Strasbourg, France, October 30 – November 3, 2023. Invited contributions. Cham: Springer. Springer Proc. Math. Stat. 432, 157-166 (2023).
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McKean Feynman-Kac probabilistic representations of non-linear partial differential equations. (English) Zbl 1499.60189

Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 187-212 (2021).
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Entropy power concavity inequality on Riemannian manifolds and Ricci flow. (English) Zbl 1479.53104

Grigor’yan, Alexander (ed.) et al., Analysis and partial differential equations on manifolds, fractals and graphs. Contributions of the conference, Tianjin, China, September 2019. Berlin: De Gruyter. Adv. Anal. Geom. 3, 359-384 (2021).
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Geometric analysis on manifolds with ends. (English) Zbl 1476.58030

Grigor’yan, Alexander (ed.) et al., Analysis and partial differential equations on manifolds, fractals and graphs. Contributions of the conference, Tianjin, China, September 2019. Berlin: De Gruyter. Adv. Anal. Geom. 3, 325-343 (2021).
MSC:  58J35 35K08 58J65
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Analysis on manifolds and volume growth. (English) Zbl 1476.58029

Grigor’yan, Alexander (ed.) et al., Analysis and partial differential equations on manifolds, fractals and graphs. Contributions of the conference, Tianjin, China, September 2019. Berlin: De Gruyter. Adv. Anal. Geom. 3, 299-323 (2021).
MSC:  58J35 58J65 35K05
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Bismut’s way of the Malliavin calculus for non-Markovian semi-groups: an introduction. (English) Zbl 1480.60145

Molahajloo, Shahla (ed.) et al., Analysis of pseudo-differential operators. Based on the 11th ISAAC congress, Växjö, Sweden, August 14–18, 2017. Cham: Birkhäuser. Trends Math., 157-179 (2019).
MSC:  60H07 35K05
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Attractors for a random evolution equation with infinite memory: an application. (English) Zbl 1474.37099

Sadovnichiy, Victor A. (ed.) et al., Modern mathematics and mechanics. Fundamentals, problems and challenges. Cham: Springer. Underst. Complex Syst., 215-236 (2019).
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Mixing for the Burgers equation driven by a localized two-dimensional stochastic forcing. (English) Zbl 1423.35476

Ammari, Kaïs (ed.) et al., Evolution equations. Long time behavior and control. Proceedings of the summer school, Université Savoie Mont Blanc, Chambéry, France, June 15–18, 2015. Cambridge: Cambridge University Press. Lond. Math. Soc. Lect. Note Ser. 439, 179-194 (2018).
MSC:  35R60 35K10 60H15
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Fractional-order operators: boundary problems, heat equations. (English) Zbl 1414.35099

Rodino, Luigi G. (ed.) et al., Mathematical analysis and applications – plenary lectures. Papers based on the presentations at the 11th international ISAAC congress, Växjö, Sweden, August 14–18, 2017. Cham: Springer. Springer Proc. Math. Stat. 262, 51-81 (2018).
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Geometric analysis on singular spaces. (English) Zbl 1421.58007

Brüning, Jochen (ed.) et al., Space – time – matter. Analytic and geometric structures. Berlin: De Gruyter. 349-416 (2018).
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Homogenization of stochastic parabolic equations in varying domains. (English) Zbl 1405.60095

Schulz, Volker (ed.) et al., Shape optimization, homogenization and optimal control. DFG-AIMS workshop held at the AIMS Center Sénégal, Mbour, Sénégal, March 13–16, 2017. Cham: Birkhäuser (ISBN 978-3-319-90468-9/hbk; 978-3-319-90469-6/ebook). ISNM. International Series of Numerical Mathematics 169, 19-40 (2018).
MSC:  60H15 35K58
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Bose-Einstein condensation and global dynamics of solutions to a hyperbolic Kompaneets equation. (English) Zbl 1407.82056

Klingenberg, Christian (ed.) et al., Theory, numerics and applications of hyperbolic problems I, Aachen, Germany, August 2016. Cham: Springer. Springer Proc. Math. Stat. 236, 111-123 (2018).
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Generalized solutions to nonlinear Fokker-Planck equations with linear drift. (English) Zbl 1406.35407

Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 293-302 (2018).
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Estimates for nonlinear stochastic partial differential equations with gradient noise via Dirichlet forms. (English) Zbl 1405.35268

Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 249-262 (2018).
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Curvature motion perturbed by a direction-dependent colored noise. (English) Zbl 1405.60090

Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 177-200 (2018).
MSC:  60H15 35K93
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Stochastic and deterministic constrained partial differential equations. (English) Zbl 1405.60084

Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 133-146 (2018).
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\(L^1\)-contraction and strong convergence of approximations for a pseudomonotone SPDE. (English) Zbl 1391.35441

López de Silanes, M. C. (ed.) et al., Fourteenth international conference Zaragoza-Pau on mathematics and its applications. Proceedings of the conference, Jaca, Spain, September 12–15, 2016. Zaragoza: Prensas de la Universidad de Zaragoza (ISBN 978-84-17358-00-6/pbk). Monografías Matemáticas “García de Galdeano” 41, 199-209 (2018).
MSC:  35R60 35K92 60H15
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Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations. (English) Zbl 1415.60056

Budzban, Gregory (ed.) et al., Probability on algebraic and geometric structures. International research conference in honor of Philip Feinsilver, Salah-Eldin A. Mohammed, and Arunava Mukherjea, Southern Illinois University, Carbondale, IL, USA, June 5–7, 2014. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 668, 43-65 (2016).
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On a stochastic \(p(\omega,t,x)\)-Laplace equation. 2nd edition. (English) Zbl 1350.60062

Ahusborde, É. (ed.) et al., Thirteenth international conference Zaragoza-Pau on mathematics and its applications. Proceedings of the conference, Jaca, Spain, September 17–18, 2014. Zaragoza: Prensas de la Universidad de Zaragoza (ISBN 978-84-16515-68-4/pbk). Monografías Matemáticas “García de Galdeano” 40, 125-134 (2016).
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Stochastic PDE from the point of view of particle systems and duality. (English) Zbl 1333.60141

Dalang, Robert C. (ed.) et al., Stochastic analysis: a series of lectures. Centre Interfacultaire Bernoulli, January–June 2012, École Polytechnique Fédérale Lausanne, Switzerland. Basel: Birkhäuser/Springer (ISBN 978-3-0348-0908-5/hbk; 978-3-0348-0909-2/ebook). Progress in Probability 68, 271-295 (2015).
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Robust estimates of certain large deviation probabilities for controlled semi-martingales. (English) Zbl 1325.60027

Chojnowska-Michalik, Anna (ed.) et al., Stochastic analysis. Special volume in honour of Jerzy Zabczyk. Selected papers based on the presentations at the Banach Center conference on stochastic analysis and control, Bȩdlewo, Poland, May 6–10, 2013. Warsaw: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-28-7/pbk). Banach Center Publications 105, 159-192 (2015).
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Decompositions of diffusion operators and related couplings. (English) Zbl 1387.58035

Crisan, Dan (ed.) et al., Stochastic analysis and applications 2014. In honour of Terry Lyons. Selected articles based on the presentations at the conference, Oxford, UK, September 23–27, 2013. Cham: Springer (ISBN 978-3-319-11291-6/hbk; 978-3-319-11292-3/ebook). Springer Proceedings in Mathematics & Statistics 100, 283-306 (2014).
MSC:  58J65 53C12 58J35
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The Kardar-Parisi-Zhang equation (after Martin Hairer). (L’équation de Kardar-Parisi-Zhang (d’après Martin Hairer).) (French) Zbl 1372.35387

Séminaire Bourbaki. Volume 2012/2013. Exposés 1059–1073. Avec table par noms d’auteurs de 1948/49 à 2012/13. Paris: Société Mathématique de France (SMF) (ISBN 978-2-85629-785-8/pbk). Astérisque 361, 251-269, Exp. No. 1066 (2014).
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QMC Galerkin discretization of parametric operator equations. (English) Zbl 1302.65020

Dick, Josef (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2012. Proceedings of the 10th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Sydney, Australia, February 13–17, 2012. Berlin: Springer (ISBN 978-3-642-41094-9/hbk; 978-3-642-41095-6/ebook). Springer Proceedings in Mathematics & Statistics 65, 613-629 (2013).
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On wavelet-Galerkin methods for semilinear parabolic equations with additive noise. (English) Zbl 1302.65028

Dick, Josef (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2012. Proceedings of the 10th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Sydney, Australia, February 13–17, 2012. Berlin: Springer (ISBN 978-3-642-41094-9/hbk; 978-3-642-41095-6/ebook). Springer Proceedings in Mathematics & Statistics 65, 481-499 (2013).
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Jump-diffusion risk-sensitive benchmarked asset management. (English) Zbl 1292.91159

Gassmann, Horand I. (ed.) et al., Stochastic programming. Applications in finance, energy, planning and logistics. Based on the 12th international conference on stochastic programming (ICSP 12), Halifax, Ns, Canada, August, 2010. Hackensack, NJ: World Scientific (ISBN 978-981-4407-50-2/hbk; 978-981-4407-52-6/ebook). World Scientific Series in Finance 4, 97-127 (2013).
MSC:  91G10 91G80 35R09 35Q91 60G51 60J75 93E20
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Optimal portfolio in a regime-switching model. (English) Zbl 1281.91146

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VII. Centro Stefano Franscini, Ascona (Ticino), Switzerland, May 23–27, 2011. Basel: Birkhäuser/Springer (ISBN 978-3-0348-0544-5/hbk; 978-3-0348-0545-2/ebook). Progress in Probability 67, 435-449 (2013).
MSC:  91G10 35K40 60H30
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Stochastic properties of Riemannian manifolds and applications to PDE’s. (English) Zbl 1272.58018

Picardello, Massimo A. (ed.), Trends in harmonic analysis. Selected papers of the conference on harmonic analysis, Rome, Italy, May 30–June 4, 2011. Berlin: Springer (ISBN 978-88-470-2852-4/hbk; 978-88-470-2853-1/ebook). Springer INdAM Series 3, 381-398 (2013).
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Renormalized integrals and a path integral formula for the heat kernel on a manifold. (English) Zbl 1317.58039

Aldana, Clara L. (ed.) et al., Analysis, geometry and quantum field theory. International conference in honor of Steve Rosenberg’s 60th birthday, Potsdam, Germany, September 26–30, 2011. Proceedings. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-9144-5/pbk). Contemporary Mathematics 584, 179-197 (2012).
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A three-factor convergence model of interest rates. (English) Zbl 1278.91174

Handlovičová, Angela (ed.) et al., Algoritmy 2012. 19th conference on scientific computing, Vysoké Tatry, Podbanské, Slovakia, September 9–14, 2012. Proceedings of contributed papers and posters. Bratislava: Slovak University of Technology, Faculty of Civil Engineering, Department of Mathematics and Descriptive Geometry (ISBN 978-80-227-3742-5/pbk). 95-104 (2012).
MSC:  91G30 35Q91 35K15
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Semilinear stochastic integral equations in \(L_{p}\). (English) Zbl 1272.60047

Escher, Joachim (ed.) et al., Parabolic problems. The Herbert Amann Festschrift. Based on the conference on nonlinear parabolic problems held in celebration of Herbert Amann’s 70th birthday at the Banach Center in Bȩdlewo, Poland, May 10–16, 2009. Basel: Birkhäuser (ISBN 978-3-0348-0074-7/hbk; 978-3-0348-0075-4/ebook). Progress in Nonlinear Differential Equations and Their Applications 80, 131-166 (2011).
MSC:  60H20 60H15 45N05
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Backward stochastic differential equation, nonlinear expectation and their applications. (English) Zbl 1233.60031

Bhatia, Rajendra (ed.) et al., Proceedings of the international congress of mathematicians (ICM 2010), Hyderabad, India, August 19–27, 2010. Vol. I: Plenary lectures and ceremonies. Hackensack, NJ: World Scientific; New Delhi: Hindustan Book Agency (ISBN 978-981-4324-30-4/set; 978-81-85931-08-3/hbk; 978-981-4324-31-1/hbk; 978-981-4324-35-9/ebook). 393-432 (2011).
Reviewer: H. M. Mai (Berlin)
MSC:  60H10 35K55 35R60
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Heat kernels on metric measure spaces with regular volume growth. (English) Zbl 1217.58018

Ji, Lizhen (ed.) et al., Handbook of geometric analysis. No. 2. Somerville, MA: International Press; Beijing: Higher Education Press (ISBN 978-1-57146-204-6/pbk). Advanced Lectures in Mathematics (ALM) 13, 1-60 (2010).
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On the stability and instability of Padé approximants. (English) Zbl 1197.93064

Willems, Jan C. (ed.) et al., Perspectives in mathematical system theory, control, and signal processing. A Festschrift in honor of Yutaka Yamamoto on the occasion of his 60th birthday. Invited papers of the symposium, Kyoto, Japan, March 29–31, 2010. Berlin: Springer (ISBN 978-3-540-93917-7/pbk; 978-3-540-93918-4/ebook). Lecture Notes in Control and Information Sciences 398, 165-175 (2010).
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Li-Yau type gradient estimates and Harnack inequalities by stochastic analysis. (English) Zbl 1201.58023

Kotani, Motoko (ed.) et al., Probabilistic approach to geometry. Proceedings of the 1st international conference, Kyoto, Japan, 28th July – 8th August, 2008. Tokyo: Mathematical Society of Japan (MSJ) (ISBN 978-4-931469-58-7/hbk). Advanced Studies in Pure Mathematics 57, 29-48 (2010).
MSC:  58J65 60H30 58J35
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Existence and uniqueness of classical solutions to certain nonlinear parabolic integrodifferential equations and applications. (English) Zbl 1181.45021

Begehr, H. G. W. (ed.) et al., More progresses in analysis. Proceedings of the 5th international ISAAC congress, Catania, Italy, July 25–30, 2005. Hackensack, NJ: World Scientific (ISBN 978-981-283-562-8/hbk). 737-746 (2009).
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Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment. (English) Zbl 1153.91476

Stettner, Łukasz (ed.), Advances in mathematics of finance. Contributed papers of the 2nd general AMaMeF (advanced mathematical methods of finance) conference and Banach Center conference on advances in mathematics of finance, Bȩdlewo, Poland, April 30–May 5, 2007. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Center Publications 83, 37-47 (2008).
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Predicting the time of the ultimate maximum for Brownian motion with drift. (English) Zbl 1149.60311

Sarychev, Andrey (ed.) et al., Mathematical control theory and finance. Proceedings of the workshop, Lisbon, April 10–14, 2007. Berlin: Springer (ISBN 978-3-540-69531-8/hbk). 95-112 (2008).
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Gradient flows of probability measures. (English) Zbl 1203.35002

Dafermos, C.M.(ed.) et al., Handbook of differential equations: Evolutionary equations. Vol. III. Amsterdam: Elsevier/North-Holland (ISBN 978-0-444-52848-3/hbk). Handbook of Differential Equations, 1-136 (2007).
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Backward stochastic generalized variational inequality. (English) Zbl 1168.60023

Cârjă, Ovidiu (ed.) et al., Applied analysis and differential equations. Selected papers from the international conference, “Al. I. Cuza” University of Iaşi, Iaşi, Romania, September 4–9, 2006. Hackensack, NJ: World Scientific (ISBN 978-981-270-594-5/hbk). 217-226 (2007).
MSC:  60H10 60H15 35K85
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Entropy solutions to a genuinely nonlinear ultraparabolic Kolmogorov-type equation. (English) Zbl 1131.82033

Aslam, M. Jamil (ed.) et al., Mathematical physics. Proceedings of the 12th regional conference, Islamabad, Pakistan, 27 March – 1 April 2006. Hackensack, NJ: World Scientific (ISBN 978-981-270-591-4/hbk). 47-52 (2007).
MSC:  82C31
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The parabolic Anderson model and its universality classes. (English) Zbl 1154.60054

Dawson, Donald A. (ed.) et al., Probability and mathematical physics. A volume in honor of Stanislav Molchanov. Proceedings of a conference in honor of Stanislav Molchanov’s 65th birthday, Montreal, Canada, June 27–July 1, 2005. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-4089-4/pbk). CRM Proceedings and Lecture Notes 42, 283-298 (2007).
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Parameter estimation of parabolic type factor model and empirical study of US Treasury bonds. (English) Zbl 1341.62072

Ceragioli, F. (ed.) et al., System modeling and optimization. Proceedings of the 22nd IFIP TC7 conference, July 18–22, 2005, Turin, Italy. New York, NY: Springer (ISBN 0-387-32774-6/hbk). IFIP, International Federation for Information Processing 199, 207-217 (2006).
MSC:  62F10 62P05
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Semilinear parabolic partial differential equations: theory, approximation, and application. (English) Zbl 1197.35003

Ekhaguere, G. O. S. (ed.) et al., New trends in the mathematical and computer sciences. Papers from the international workshop on new trends in the mathematical and computer sciences with applications to real world problems, Covenant University, Ota, Nigeria, June 19–23, 2006. Lagos: International Centre for Mathematical & Computer Sciences (ICMCS) (ISBN 978-37246-2-2/pbk). Publications of the ICMCS 3, 153-194 (2006).
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Stochastic differential equations: a Wiener chaos approach. (English) Zbl 1178.60048

Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9–15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk). 433-506 (2006).
MSC:  60H15 35R60 60H40
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A geometrical hypoelliptic diffusion. (English) Zbl 1107.53022

Bureš, Jarolím (ed.) et al., Differential geometry and its applications. Proceedings of the 9th international conference on differential geometry and its applications, DGA 2004, Prague, Czech Republic, August 30–September 3, 2004. Prague: matfyzpress (ISBN 80-86732-63-0/pbk). 517-521 (2005).
MSC:  53C17 58J65 58J35
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Numerical solution of Wick-stochastic partial differential equations. (English) Zbl 1106.65304

Albeverio, Sergio (ed.) et al., Proceedings of the international conference on stochastic analysis and applications, Hammamet, Tunesia, October 22–27, 2001. Dedicated to Professor Paul Kreé on the occasion of his 65th birthday. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-2467-3/hbk). 303-349 (2004).
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Probabilistic approach to nonlinear parabolic and hyperbolic systems. (English) Zbl 1102.35334

Antonov, V. (ed.) et al., Longevity, aging and degradation models in reliability, public health, medicine and biology, LAD 2004. Selected papers from the first French-Russian conference, St. Petersburg, Russia, June 7–9, 2004. Vol. 2. St. Petersburg: St. Petersburg State Politechnical University (ISBN 5-7422-0638-0/hbk). 44 (2004).
MSC:  35K55 35R60 35K15
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Precise Gaussian estimates of heat kernels on asymptotically flat Riemannian manifolds with poles. (English) Zbl 1160.58309

Albeverio, Sergio (ed.) et al., Recent developments in stochastic analysis and related topics. Proceedings of the first Sino-German conference on stochastic analysis (a satellite conference of ICM 2002), Beijing, China, 29 August – 3 September 2002. River Edge, NJ: World Scientific (ISBN 981-256-104-8/hbk). 1-19 (2004).
MSC:  58J65 58J35 60J60
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Entropy dissipation and Wasserstein metric methods for the viscous Burgers’ equation: Convergence to diffusive waves. (English) Zbl 1062.35111

Conca, Carlos (ed.) et al., Partial differential equations and inverse problems. Proceedings of the Pan-American Advanced Studies Institute on partial differential equations, nonlinear analysis and inverse problems, Santiago, Chile, January 6–18, 2003. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3448-7/pbk). Contemporary Mathematics 362, 145-165 (2004).
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Heat kernels and function theory on metric measure spaces. (English) Zbl 1048.58021

Auscher, Pascal (ed.) et al., Heat kernels and analysis on manifolds, graphs, and metric spaces. Lecture notes from a quarter program on heat kernels, random walks, and analysis on manifolds and graphs, April 16–July 13, 2002, Paris, France. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3383-9/pbk). Contemp. Math. 338, 143-172 (2003).
MSC:  58J35 58J65 60J35
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Heat kernels measures and infinite dimensional analysis. (English) Zbl 1048.58020

Auscher, Pascal (ed.) et al., Heat kernels and analysis on manifolds, graphs, and metric spaces. Lecture notes from a quarter program on heat kernels, random walks, and analysis on manifolds and graphs, April 16–July 13, 2002, Paris, France. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3383-9/pbk). Contemp. Math. 338, 101-141 (2003).
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Asymptotic behavior in heat kernel analysis on manifolds. (English) Zbl 1031.58017

Kuo, Hui-Hsiung (ed.) et al., Finite and infinite dimensional analysis in honor of Leonard Gross. Proceedings of the AMS special session on analysis on infinite dimensional spaces, New Orleans, LA, USA, January 12-13, 2001. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 317, 179-192 (2003).
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Classical solutions for Kolmogorov equations in Hilbert spaces. (English) Zbl 1050.35131

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications III. Proceedings of the 3rd seminar, Ascona, Switzerland, September 20–24, 1999. Basel: Birkhäuser (ISBN 3-7643-6721-0/hbk). Prog. Probab. 52, 55-71 (2002).
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Random walks and geometry on infinite graphs. (English) Zbl 1063.60063

Ambrosio, Luigi (ed.) et al., Lecture notes on analysis in metric spaces. Papers from the international summer school, Trento, Italy, May 1999. Pisa: Scuola Normale Superiore. Appunti dei Corsi Tenuti da Docenti della Scuola, 5-36 (2000).
MSC:  60G50 58J65 58J35
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Discretization of stochastic differential equations. Application to simulation. Stochastic numerical methods for partial differential equations. (English) Zbl 0968.65005

Neittaanmäki, Pekka (ed.) et al., ENUMATH 99. Numerical mathematics and advanced applications. Proceedings of the 3rd European conference, Jyväskylä, Finland, July 26-30, 1999. Singapore: World Scientific. 72-86 (2000).
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One-dimensional Fokker-Planck equation invariant under four- and six-parametrical groups. (English) Zbl 1053.35053

Proceedings of the third international conference on symmetry in nonlinear mathematical physics, Kyiv, Ukraine, July 12–18, 1999. Part 1. Transl. from the Ukrainian. Kyiv: Institute of Mathematics of NAS of Ukraine (ISBN 966-02-1401-4/pt. 1; 966-02-1444-8/set). Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 30(1), 204-209 (2000).
MSC:  35K10 35A30 82C31
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A semigroup approach to the maximum likelihood state estimation of stochastic parabolic systems. (English) Zbl 0997.62064

Balakrishnan, A. V. (ed.), Semigroups of operators: theory and applications. Proceedings of the international conference in Newport Beach, CA, USA, December 14-18, 1998. Basel: Birkhäuser. Prog. Nonlinear Differ. Equ. Appl. 42, 1-14 (2000).
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Parabolic equations on Hilbert spaces. (English) Zbl 0942.35167

Krylov, N. V. et al., Stochastic PDE’s and Kolmogorov equations in infinite dimensions. Lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (CIME) held in Cetraro, Italy, August 24 - September 1, 1998. Berlin: Springer. Lect. Notes Math. 1715, 117-213 (1999).
MSC:  35R15 58J35 60H30 91B28 35K90
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White noise driven stochastic partial differential equations: Triviality and non-triviality. (English) Zbl 0937.35193

Grosser, Michael (ed.) et al., Nonlinear theory of generalized functions. Proceedings of the workshop on nonlinear theory of nonlinear functions, Erwin-Schrödinger-Institute, Vienna, Austria, October-December 1997. Boca Raton, FL: Chapman & Hall. Chapman Hall/CRC Res. Notes Math. 401, 315-333 (1999).
MSC:  35R60 35K55 60H15
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A Monte-Carlo method with inherent parallelism for numerical solving partial differential equations with boundary conditions. (English) Zbl 0931.65003

Zinterhof, Peter (ed.) et al., Parallel computation. 4th international ACPC conference including special tracks on Parallel numerics (ParNum ’99) and parallel computing in image processing, video processing, and multimedia. Salzburg, Austria, February 16–18, 1999. Proceedings. Berlin: Springer. Lect. Notes Comput. Sci. 1557, 117-126 (1999).
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Backward stochastic differential equations and viscosity solutions of systems of semilinear parabolic and elliptic PDEs of second order. (English) Zbl 0893.60036

Decreusefond, Laurent (ed.) et al., Stochastic analysis and related topics VI. Proceedings of the 6th Oslo-Silivri workshop, Geilo, Norway, July 29–August 6, 1996. Boston, MA: Birkhäuser. Prog. Probab. 42, 79-127 (1998).
Reviewer: R.Buckdahn (Brest)
MSC:  60H15
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Reflected backward SDEs and American options. (English) Zbl 0898.90033

Rogers, L. C. G. (ed.) et al., Numerical methods in finance. Session at the Isaac Newton Institute, Cambridge, GB, 1995. Cambridge: Cambridge Univ. Press. 215-231 (1997).
MSC:  91B24 60H15 91B28 35R60 60G40 35K85
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An estimate on the Hessian of the heat kernel. (English) Zbl 0868.58075

Ikeda, N. (ed.) et al., Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Tokyo: Springer. 355-371 (1996).
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Probabilistic numerical methods for partial differential equations: Elements of analysis. (English) Zbl 0854.65116

Graham, C. (ed.) et al., Probabilistic models for nonlinear partial differential equations. Lectures given at the 1st session of the Centro Internazionale Matematico Estivo, Montecatini Terme, Italy, May 22-30, 1995. Berlin: Springer. Lect. Notes Math. 1627, 148-196 (1996).
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Martingales on Riemannian manifolds and the nonlinear heat equation. (English) Zbl 0927.58020

Davies, I. M. (ed.) et al., Stochastic analysis and applications. Proceedings of the 5th Gregynog symposium, Gregynog, Powys, GB, July 9-14, 1995. Singapore: World Scientific. 429-440 (1996).
MSC:  58J65 58J35
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On heat kernel logarithmic Sobolev inequalities. (English) Zbl 0918.60039

Davies, I. M. (ed.) et al., Stochastic analysis and applications. Proceedings of the 5th Gregynog symposium, Gregynog, Powys, GB, July 9-14, 1995. Singapore: World Scientific. 189-200 (1996).
MSC:  60H07 47J20 58J35
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Recurrence for fractional powers of diffusion operators in terms of volume-growth. (English) Zbl 0839.58066

Demuth, M. (ed.) et al., Partial differential operators and mathematical physics. International conference in Holzhau, Germany, July 3-9, 1994. Basel: Birkhäuser Verlag. Oper. Theory, Adv. Appl. 78, 253-259 (1995).
MSC:  58J65 58J35
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Diffusion processes on a Lipschitz Riemannian manifold and their applications. (English) Zbl 0824.60083

Cranston, Michael C. (ed.) et al., Stochastic analysis. Proceedings of the Summer Research Institute on stochastic analysis, held at Cornell University, Ithaca, NY, USA, July 11-30, 1993. Providence, RI: American Mathematical Society. Proc. Symp. Pure Math. 57, 373-381 (1995).
Reviewer: Ph.Biane (Paris)
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Heat kernel of a noncompact Riemannian manifold. (English) Zbl 0829.58041

Cranston, Michael C. (ed.) et al., Stochastic analysis. Proceedings of the Summer Research Institute on stochastic analysis, held at Cornell University, Ithaca, NY, USA, July 11-30, 1993. Providence, RI: American Mathematical Society. Proc. Symp. Pure Math. 57, 239-263 (1995).
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Soft solutions of linear parabolic SPDE’s and the Wiener chaos expansion. (English) Zbl 0815.60052

Kunita, Hiroshi (ed.) et al., Stochastic analysis on infinite dimensional spaces. Proceedings of the U.S.-Japan bilateral seminar, January 4-8, 1994, Baton Rouge, LA, USA. Harlow, Essex: Longman Scientific Technical. Pitman Res. Notes Math. Ser. 310, 211-220 (1994).
MSC:  60H15
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On classical solutions of certain nonlinear integro-differential equations. (English) Zbl 0826.35052

Engelbert, Hans J. (ed.) et al., Stochastic processes and optimal control. Lectures presented at the 9th winterschool held in Friedrichroda, Germany, March 1-7, 1992. Montreux: Gordon and Breach Science Publishers. Stochastics Monogr. 7, 151-163 (1993).
MSC:  35K55 45K05 60H30
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Isoperimetric inequalities in analysis and probability. (Inégalités isopérimétriques en analyse et probabilités.) (French) Zbl 0809.60021

Séminaire Bourbaki. Volume 1992/93. Exposés 760-774. Paris: Société Mathématique de France, Astérisque. 216, 343-375 (Exp. No. 773) (1993).
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Forward and backward equations for an adjoint process. (English) Zbl 0803.60071

Cambanis, Stamatis (ed.) et al., Stochastic processes: a Festschrift in honour of Gopinath Kallianpur. New York: Springer-Verlag. 61-69 (1993).
Reviewer: M.Jerschow (Essen)
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Isoperimetric constants and large time heat diffusion in Riemannian manifolds. (English) Zbl 0788.58051

Greene, Robert (ed.) et al., Differential geometry. Part 3: Riemannian geometry. Proceedings of a summer research institute, held at the University of California, Los Angeles, CA, USA, July 8-28, 1990. Providence, RI: American Mathematical Society. Proc. Symp. Pure Math. 54, Part 3, 111-121 (1993).
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Stochastic control approach to the control of a forward parabolic equation, reciprocal process and minimum entropy. (English) Zbl 0798.93053

Curtain, R. F. (ed.) et al., Analysis and optimization of systems: state and frequency domain approaches for infinite-dimensional systems. Proceedings of the 10th international conference, Sophia-Antipolis, France, June 9-12, 1992. Berlin: Springer-Verlag. Lect. Notes Control Inf. Sci. 185, 476-488 (1993).
Reviewer: D.Franke (Hamburg)
MSC:  93E03 93C20
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Regularity of solutions and random evolution operator for stochastic parabolic equations. (English) Zbl 0797.60048

Da Prato, G. (ed.) et al., Stochastic partial differential equations and applications. Proceedings of the third meeting on stochastic partial differential equations and applications held at Villa Madruzzo, Trento, Italy, January 1990. Harlow: Longman Scientific & Technical. Pitman Res. Notes Math. Ser. 268, 54-71 (1992).
MSC:  60H15
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Harmonic analysis on fractal spaces. (English) Zbl 0798.58079

Séminaire Bourbaki, Vol. 1991/92. Exposés 745-759 (avec table par noms d’auteurs de 1948/49 à 1991/92). Paris: Société Mathématique de France, Astérisque. 206, 345-368 (Exp. No. 755) (1992).
MSC:  58J65 60J60 58J35
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Stochastic analysis and quasilinear parabolic equations. (English) Zbl 0818.60049

Liu, Fon-Che (ed.) et al., Proceedings of the 1989 conference on nonlinear analysis, Academia Sinica, Taipei, Republic of China, 19-24 June, 1989. Singapore: World Scientific. 31-41 (1991).
MSC:  60H15 35K57
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