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Seminar on Stochastic Analysis, Random Fields and Applications

Centro Stefano Franscini, Ascona, September 1996

  • Conference proceedings
  • © 1999

Overview

Editors:
  1. Robert C. Dalang

    1. Département de Mathématiques, Ecole Polytechnique Fédérale, Lausanne, Switzerland

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  2. Marco Dozzi

    1. Institut Elie Cartan, Université Henri Poincaré, Vandoeuvre-les-Nancy Cedex, France

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    You can also search for this editor in PubMed   Google Scholar

  3. Francesco Russo

    1. Département de Mathématiques Institut Galilée, Université Paris 13, Villetaneuse, France

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Part of the book series: Progress in Probability (PRPR, volume 45)

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Table of contents (20 papers)

  1. Front Matter

    Pages i-x
    Download chapter PDF

  2. On a Semigroup Approach to No-arbitrage Pricing Theory

    • Emilio Barucci, Fausto Gozzi, Vincenzo Vespri
    Pages 1-14

  3. Generalized Random Vector Fields and Euclidean Quantum Vector Fields

    • Claas Becker, Hanno Gottschalk, Jiang-Lun Wu
    Pages 15-24

  4. Central Limit Theorem for the Local Time of a Gaussian Process

    • Samir Ben Hariz, Paul Doukhan, José Rafael León
    Pages 25-37

  5. Explicit Solutions of Some Fourth Order Partial Differential Equations via Iterated Brownian Motion

    • S. Benachour, B. Roynette, P. Vallois
    Pages 39-61

  6. A Microscopic Model of Phase Field Type

    • Lorenzo Bertini, Paolo Buttà, Barbara Rüdiger
    Pages 63-71

  7. Ergodic Backward SDE and Associated PDE

    • Rainer Buckdahn, Shige Peng
    Pages 73-85

  8. Statistical Manifolds, Self-Parallel Curves and Learning Processes

    • G. Burdet, Ph. Combe, H. Nencka
    Pages 87-99

  9. Law of Iterated Logarithm for Parabolic SPDEs

    • Fabien Chenal, Annie Millet
    Pages 101-123

  10. Random Production Flows. An Exactly Solvable Fluid Model

    • Philippe Ciprut, Max-Olivier Hongler, Yves Salama
    Pages 125-135

  11. A Compactness Principle for Bounded Sequences of Martingales with Applications

    • F. Delbaen, W. Schachermayer
    Pages 137-173

  12. Risk Minimizing Hedging Strategies Under Partial Observation

    • Paul Fischer, Eckhard Platen, Wolfgang J. Runggaldier
    Pages 175-188

  13. Multiparameter Markov Processes and Capacity

    • Francis Hirsch, Shiqi Song
    Pages 189-200

  14. Iterated Brownian Motion and its Intrinsic Skeletal Structure

    • Davar Khoshnevisan, Thomas M. Lewis
    Pages 201-210

  15. Heavy Traffic and Optimal Control Methods for a Communications System

    • Harold J. Kushner
    Pages 211-230

  16. Stochastic Wess-Zumino-Witten Model for the Measure of Kontsevitch

    • Rémi Léandre
    Pages 231-247

  17. Independence of a Class of Multiple Stochastic Integrals

    • Nicolas Privault
    Pages 249-259

  18. Existence of Invariant Measures for Diffusion Processes on Banach Spaces

    • Michael Röckner, Tusheng S. Zhang
    Pages 261-265

  19. On Some New Type of Infinite Dimensional Laplacians

    • Sergio Scarlatti
    Pages 267-274

  20. Stochastic PDE’s of Schrödinger Type and Stochastic Mehler Kernels — a Path Integral Approach

    • Aubrey Truman, Tomasz Zastawniak
    Pages 275-282
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Keywords

Editors and Affiliations

  • Département de Mathématiques, Ecole Polytechnique Fédérale, Lausanne, Switzerland

    Robert C. Dalang

  • Institut Elie Cartan, Université Henri Poincaré, Vandoeuvre-les-Nancy Cedex, France

    Marco Dozzi

  • Département de Mathématiques Institut Galilée, Université Paris 13, Villetaneuse, France

    Francesco Russo

Bibliographic Information

  • Book Title: Seminar on Stochastic Analysis, Random Fields and Applications

  • Book Subtitle: Centro Stefano Franscini, Ascona, September 1996

  • Editors: Robert C. Dalang, Marco Dozzi, Francesco Russo

  • Series Title: Progress in Probability

  • DOI: https://doi.org/10.1007/978-3-0348-8681-9

  • Publisher: Birkhäuser Basel

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Basel AG 1999

  • Hardcover ISBN: 978-3-7643-6106-8Published: 01 April 1999

  • Softcover ISBN: 978-3-0348-9727-3Published: 12 October 2012

  • eBook ISBN: 978-3-0348-8681-9Published: 06 December 2012

  • Series ISSN: 1050-6977

  • Series E-ISSN: 2297-0428

  • Edition Number: 1

  • Number of Pages: X, 300

  • Topics: Probability Theory and Stochastic Processes, Applications of Mathematics

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