Progress in Probability

Seminar on Stochastic Analysis, Random Fields and Applications IV

Centro Stefano Franscini, Ascona, May 2002

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

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-0348-7943-9
  • 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 978-3-7643-7131-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.00
price for USA
  • ISBN 978-3-0348-9630-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
About this book

This volume contains the Proceedings of the Fourth Seminar on Stochastic Analy­ sis, Random Fields and Applications, which took place at the Centro Stefano Fran­ scini (Monte Verita) in Ascona (Ticino), Switzerland, from May 20 to 24, 2002. The first three editions of this conference occured in 1993, 1996 and 1999. The Seminar covered several topics: fundamental aspects of stochastic analysis, such as stochastic partial differential equations and random fields, and applications to current active fields such as probabilistic methods in fluid dynamics, biomathe­ matics, and financial modeling. As in the previous editions, this last topic was the subject of the Fourth Minisymposium on Stochastic Methods in Financial Models. These proceedings aim to present key aspects of these topics to a larger audience. All papers in this volume have been refereed. A major topic within Stochastic Analysis is the area of random fields which includes as particular cases, Gaussian random fields, stochastic partial differential equations (s. p. d. e. 's) and stochastic differential equations with values in Banach spaces. In this framework, interesting new developments were presented in the theory of Gaussian random fields on manifolds with applications to astrophysics and neurosciences. Moreover, with the aim of modeling certain very irregular phe­ nomena, a theory of s. p. d. e. 's driven by noises concentrated on hyperplanes was presented.

Table of contents (19 chapters)

  • Gaussian Random Fields on Manifolds

    Adler, Robert J.

    Pages 3-19

  • Higher Order Expansions for the Overlap of the SK Model

    Bardina, Xavier (et al.)

    Pages 21-43

  • Poissonian Exponential Functionals, q-Series, q-Integrals, and the Moment Problem for log-Normal Distributions

    Bertoin, Jean (et al.)

    Pages 45-56

  • A Littlewood-Paley Type Inequality on the Path Space

    Cruzeiro, Ana Bela (et al.)

    Pages 57-67

  • Condition Numbers and Extrema of Random Fields

    Cuesta-Albertos, J. A. (et al.)

    Pages 69-82

Buy this book

eBook $109.00
price for USA (gross)
  • ISBN 978-3-0348-7943-9
  • 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 978-3-7643-7131-9
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.00
price for USA
  • ISBN 978-3-0348-9630-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Loading...

Recommended for you

Loading...

Bibliographic Information

Bibliographic Information
Book Title
Seminar on Stochastic Analysis, Random Fields and Applications IV
Book Subtitle
Centro Stefano Franscini, Ascona, May 2002
Editors
  • Robert C. Dalang
  • Marco Dozzi
  • Francesco Russo
Series Title
Progress in Probability
Series Volume
58
Copyright
2004
Publisher
Birkhäuser Basel
Copyright Holder
Birkhäuser Verlag Basel
eBook ISBN
978-3-0348-7943-9
DOI
10.1007/978-3-0348-7943-9
Hardcover ISBN
978-3-7643-7131-9
Softcover ISBN
978-3-0348-9630-6
Series ISSN
1050-6977
Edition Number
1
Number of Pages
XII, 328
Topics