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Seminar on Stochastic Analysis, Random Fields and Applications : Centro Stefano Franscini, Ascona, September 1996

Author: Robert C Dalang; M Dozzi; Francesco Russo
Publisher: Basel ; Boston : Birkhäuser, ©1999.
Series: Progress in probability, 45.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
Summary:

A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and  Read more...

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Genre/Form: Kongress
Kongreß
Conference papers and proceedings
Ascona (1996)
Congresses
Additional Physical Format: Online version:
Seminar on Stochastic Analysis, Random Fields, and Applications (2nd : 1996 : Ascona, Switzerland).
Seminar on Stochastic Analysis, Random Fields and Applications.
Basel ; Boston : Birkhäuser, ©1999
(OCoLC)806179780
Material Type: Conference publication
Document Type: Book
All Authors / Contributors: Robert C Dalang; M Dozzi; Francesco Russo
ISBN: 3764361069 9783764361068 0817661069 9780817661069
OCLC Number: 40964691
Description: x, 300 pages : illustrations ; 24 cm.
Contents: On a semigroup approach to no-arbitrage pricing theory / E. Barucci, F. Gozzi and V. Vespri --
Generalized random vector fields and Euclidean quantum vector fields / C. Becker, H. Gottschalk and J.-L. Wu --
Central limit theorem for the local time of a Gaussian process / S. Ben Hariz, P. Doukhan and J.-R. Leon --
Explicit solutions of some fourth order partial differential equations via iterated Brownian motion / S. Benachour, B. Roynette and P. Vallois --
A microscopic model of phase field type / L. Bertini, P. Butta and B. Rudiger --
Ergodic backward SDE and associated PDE / R. Buckdahn and S. Peng --
Statistical manifolds, self-parallel curves and learning processes / G. Burdet, Ph. Combe and H. Nencka --
Law of iterated logarithm for parabolic SPDEs / F. Chenal and A. Millet --
Random production flows. An exactly solvable fluid model / P. Ciprut, M.-O. Hongler and Y. Salama --
A compactness principle for bounded sequences of martingales with applications / F. Delbaen and W. Schachermayer --
Risk minimizing hedging strategies under partial observation / P. Fischer, E. Platen and W.J. Runggaldier --
Multiparameter Markov processes and capacity / F. Hirsch and S. Song --
Iterated Brownian motion and its intrinsic skeletal strucure / D. Khoshnevisan and T.M. Lewis --
Heavy traffic and optimal control methods for a communications system / H.J. Kushner --
Stochastic Wess-Zumino-Witten model for the measure of Kontsevitch / R. Leandre --
Independence of a class of multiple stochastic integrals / N. Privault --
Existence of invariant measures for diffusion processes on Banach spaces / M. Rockner and T.S. Zhang --
On some new type of infinite dimensional Laplacians / S. Scarlatti --
Stochastic PDE's of Schrodinger type and stochastic Mehler kernels --
a path integral approach / A. Truman and T. Zastawniak --
Probability and quantum symmetries in a Riemannian manifold / J.-C. Zambrini.
Series Title: Progress in probability, 45.
Responsibility: Robert C. Dalang, Marco Dozzi, Francesco Russo, editors.

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