Progress in Probability

Seminar on Stochastic Analysis, Random Fields and Applications VI

Centro Stefano Franscini, Ascona, May 2008

Editors: Dalang, Robert C., Dozzi, Marco, Russo, Francesco (Eds.)

  • 6th volume of proceedings of this regular meeting of top researchers in the Centro Stefano Franscini, Ascona, Switzerland Rigorous reviewing process Focus on stochastic partial differential equations, infinite dimensional analysis and financial engineering

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About this book

This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models.

The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.

Contributors:

S. Albeverio

S. Ankirchner

V. Bogachev

R. Brummelhuis

Z. Brzeźniak

R. Carmona

C. Ceci

J.M. Corcuera

A.B. Cruzeiro

G. Da Prato

M. Fehr

D. Filipović

B. Goldys

M. Hairer

E. Hausenblas

F. Hubalek

H. Hulley

P. Imkeller

A. Jakubowski

A. Kohatsu-Higa

A. Kovaleva

E. Kyprianou

C. Léonard

J. Lörinczi

A. Malyarenko

B. Maslowski

J.C. Mattingly

S. Mazzucchi

L. Overbeck

E. Platen

M. Röckner

M. Romito

T. Schmidt

R. Sircar

W. Stannat

K.-T. Sturm

A. Toussaint

L. Vostrikova

J. Woerner

Y. Xiao

J.-C. Zambrini

Table of contents (26 chapters)

  • The Trace Formula for the Heat Semigroup with Polynomial Potential

    Albeverio, Sergio (et al.)

    Pages 3-21

  • Existence Results for Fokker–Planck Equations in Hilbert Spaces

    Bogachev, Vladimir (et al.)

    Pages 23-35

  • Uniqueness in Law of the Itô Integral with Respect to Lévy Noise

    Brzeźniak, Zdzisław (et al.)

    Pages 37-57

  • Statistical Inference and Malliavin Calculus

    Corcuera, José M. (et al.)

    Pages 59-82

  • Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group

    Cruzeiro, Ana Bela

    Pages 83-93

Buy this book

eBook $139.00
price for USA (gross)
  • ISBN 978-3-0348-0021-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $179.00
price for USA
  • ISBN 978-3-0348-0020-4
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $179.00
price for USA
  • ISBN 978-3-0348-0325-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Rent the ebook  
  • Rental duration: 1 or 6 month
  • low-cost access
  • online reader with highlighting and note-making option
  • can be used across all devices
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Bibliographic Information

Bibliographic Information
Book Title
Seminar on Stochastic Analysis, Random Fields and Applications VI
Book Subtitle
Centro Stefano Franscini, Ascona, May 2008
Editors
  • Robert C. Dalang
  • Marco Dozzi
  • Francesco Russo
Series Title
Progress in Probability
Series Volume
63
Copyright
2011
Publisher
Birkhäuser Basel
Copyright Holder
Springer Basel AG
eBook ISBN
978-3-0348-0021-1
DOI
10.1007/978-3-0348-0021-1
Hardcover ISBN
978-3-0348-0020-4
Softcover ISBN
978-3-0348-0325-0
Series ISSN
1050-6977
Edition Number
1
Number of Pages
XII, 492
Topics