Seminar on Stochastic Analysis, Random Fields and Applications VI
Centro Stefano Franscini, Ascona, May 2008
Editors: Dalang, Robert C., Dozzi, Marco, Russo, Francesco (Eds.)
Free Preview- 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
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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)
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The Trace Formula for the Heat Semigroup with Polynomial Potential
Pages 3-21
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Existence Results for Fokker–Planck Equations in Hilbert Spaces
Pages 23-35
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Uniqueness in Law of the Itô Integral with Respect to Lévy Noise
Pages 37-57
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Statistical Inference and Malliavin Calculus
Pages 59-82
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Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group
Pages 83-93
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Table of contents (26 chapters)
- Download Preface 1 PDF (73.8 KB)
- Download Table of contents PDF (44.2 KB)
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Bibliographic Information
- Bibliographic Information
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- Book Title
- Seminar on Stochastic Analysis, Random Fields and Applications VI
- Book Subtitle
- Centro Stefano Franscini, Ascona, May 2008
- Editors
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- 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
