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Seminar on Stochastic Analysis, Random Fields and Applications VI

Centro Stefano Franscini, Ascona, May 2008

  • Conference proceedings
  • © 2011

Overview

Editors:
  1. Robert Dalang

    1. Fac. Sciences de Base (FSB), Institut de Mathématiques (IMA), Ecole Polytechnique Fédérale de Lausanne, Lausanne, Switzerland

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  2. Marco Dozzi

    1. Institut Élie Cartan IECN, Nancy Université, Vandoeuvre-les-Nancy CX, France

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  3. Francesco Russo

    1. , Unité de Mathématiques appliquées, Ecole Nationale Supérieure des Technique, Paris Cedex 15, France

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  • 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
  • Includes supplementary material: sn.pub/extras

Part of the book series: Progress in Probability (PRPR, volume 63)

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Table of contents (26 papers)

  1. Front Matter

    Pages i-xi
    Download chapter PDF

  2. Stochastic Analysis and Random Fields

    1. Front Matter

      Pages 1-1
      Download chapter PDF

    2. The Trace Formula for the Heat Semigroup with Polynomial Potential

      • Sergio Albeverio, Sonia Mazzucchi
      Pages 3-21

    3. Existence Results for Fokker–Planck Equations in Hilbert Spaces

      • Vladimir Bogachev, Giuseppe Da Prato, Michael Röckner
      Pages 23-35

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

      • Zdzisław Brzeźniak, Erika Hausenblas
      Pages 37-57

    5. Statistical Inference and Malliavin Calculus

      • José M. Corcuera, Arturo Kohatsu-Higa
      Pages 59-82

    6. Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group

      • Ana Bela Cruzeiro
      Pages 83-93

    7. On Stochastic Ergodic Control in Infinite Dimensions

      • Beniamin Goldys, Bohdan Maslowski
      Pages 95-107

    8. Yet Another Look at Harris’ Ergodic Theorem for Markov Chains

      • Martin Hairer, Jonathan C. Mattingly
      Pages 109-117

    9. Old and New Examples of Scale Functions for Spectrally Negative Lévy Processes

      • F. Hubalek, E. Kyprianou
      Pages 119-145

    10. A Visual Criterion for Identifying Itô Diffusions as Martingales or Strict Local Martingales

      • Hardy Hulley, Eckhard Platen
      Pages 147-157

    11. Are Fractional Brownian Motions Predictable?

      • Adam Jakubowski
      Pages 159-165

    12. Control of Exit Time for Lagrangian Systems with Weak Noise

      • Agnessa Kovaleva
      Pages 167-176

    13. A Probabilistic Deformation of Calculus of Variations with Constraints

      • Christian Léonard, Jean-Claude Zambrini
      Pages 177-189

    14. Exponential Integrability and DLR Consistence of Some Rough Functionals

      • József Lőrinczi
      Pages 191-208

    15. A Family of Series Representations of the Multiparameter Fractional Brownian Motion

      • Anatoliy Malyarenko
      Pages 209-226

    16. The Martingale Problem for Markov Solutions to the Navier-Stokes Equations

      • Marco Romito
      Pages 227-244

    17. Functional Inequalities for the Wasserstein Dirichlet Form

      • Wilhelm Stannat
      Pages 245-260

    18. Entropic Measure on Multidimensional Spaces

      • Karl-Theodor Sturm
      Pages 261-277

    19. Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields

      • Yimin Xiao
      Pages 279-308
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Keywords

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.

Editors and Affiliations

  • Fac. Sciences de Base (FSB), Institut de Mathématiques (IMA), Ecole Polytechnique Fédérale de Lausanne, Lausanne, Switzerland

    Robert Dalang

  • Institut Élie Cartan IECN, Nancy Université, Vandoeuvre-les-Nancy CX, France

    Marco Dozzi

  • , Unité de Mathématiques appliquées, Ecole Nationale Supérieure des Technique, Paris Cedex 15, France

    Francesco Russo

Bibliographic Information

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

  • Book Subtitle: Centro Stefano Franscini, Ascona, May 2008

  • Editors: Robert Dalang, Marco Dozzi, Francesco Russo

  • Series Title: Progress in Probability

  • DOI: https://doi.org/10.1007/978-3-0348-0021-1

  • Publisher: Birkhäuser Basel

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: Springer Basel AG 2011

  • Hardcover ISBN: 978-3-0348-0020-4Published: 23 March 2011

  • Softcover ISBN: 978-3-0348-0325-0Published: 21 April 2013

  • eBook ISBN: 978-3-0348-0021-1Published: 16 March 2011

  • Series ISSN: 1050-6977

  • Series E-ISSN: 2297-0428

  • Edition Number: 1

  • Number of Pages: XII, 492

  • Topics: Probability Theory and Stochastic Processes

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