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Stochastic analysis and applications : the Abel Symposium 2005 : proceedings of the Second Abel Symposium, Oslo, July 29-August 4, 2005, held in honor of Kiyosi Itō

Author: Fred Espen Benth
Publisher: Berlin : Springer Verlag, 2007.
Series: Abel symposia, 2.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
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Proceedings of the Second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Ito

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Genre/Form: Conference papers and proceedings
Kongress
Oslo (2005)
Festschrift
Konferenzschrift
Congresses
konferenser
Named Person: Kiyosi Itō; Kiyosi Itō
Material Type: Conference publication, Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Fred Espen Benth
ISBN: 9783540708469 3540708464
OCLC Number: 144228487
Description: xi, 678 pages : color portraits ; 25 cm
Contents: Memoirs of My Research on Stochastic Analysis / Kiyosi Ito --
Ito Calculus and Quantum White Noise Calculus / Luigi Accardi and Andreas Boukas --
Homogenization of Diffusions on the Lattice Z[superscript d] with Periodic Drift Coefficients, Applying a Logarithmic Sobolev Inequality or a Weak Poincare Inequality / Sergio Albeverio, M. Simonetta Bernabei, Michael Rockner and Minoru W. Yoshida --
Theory and Applications of Infinite Dimensional Oscillatory Integrals / Sergio Albeverio and Sonia Mazzucchi --
Ambit Processes; with Applications to Turbulence and Tumour Growth / Ole E. Barndorff-Nielsen and Jurgen Schmiegel --
A Stochastic Control Approach to a Robust Utility Maximization Problem / Giuliana Bordigoni, Anis Matoussi and Martin Schweizer --
Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions / Zhen-Qing Chen, Masatoshi Fukushima and Jiangang Ying --
Hedging with Options in Models with Jumps / Rama Cont, Peter Tankov and Ekaterina Voltchkova --
Power Variation Analysis of Some Integral Long-Memory Processes / Jose Manuel Corcuera --
Kolmogorov Equations for Stochastic PDE's with Multiplicative Noise / Giuseppe Da Prato --
Stochastic Integrals and Adjoint Derivatives / Giulia Di Nunno and Yuri A. Rozanov --
An Application of Probability to Nonlinear Analysis / Eugene B. Dynkin --
The Space of Stochastic Differential Equations / K. David Elworthy --
Extremes of supOU Processes / Vicky Fasen and Claudia Kluppelberg --
Gaussian Bridges / Dario Gasbarra, Tommi Sottinen and Esko Valkeila --
Some of the Recent Topics on Stochastic Analysis / Takeyuki Hida --
Differential Equations Driven by Holder Continuous Functions of Order Greater than 1/2 / Yaozhong Hu and David Nualart --
On Asymptotics of Banach Space-valued Ito Functionals of Brownian Rough Paths / Yuzuru Inahama and Hiroshi Kawabi --
Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios / Hanquig Jin and Xun Yu Zhou --
Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion / Torbjorn Kolsrud --
Different Lattice Approximations for Hoegh-Krohn's Quantum Field Model / Song Liang --
Ito Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras / Paul Malliavin --
The Invariant Distribution of a Diffusion: Some New Aspects / Henry P. McKean --
Formation of Singularities in Madelung Fluid: A Nonconventional Application of Ito Calculus to Foundations of Quantum Mechanics / Laura M. Morato --
G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Ito Type / Shige Peng --
Perpetual Integral Functionals of Diffusions and their Numerical Computations / Paavo Salminen and Olli Wallin --
Chaos Expansions and Malliavin Calculus for Levy Processes / Josep Lluis Sole, Frederic Utzet and Josep Vives --
Study of Simple but Challenging Diffusion Equation / Daniel W. Stroock --
Ito Calculus and Malliavin Calculus / Shinzo Watanabe --
The Malliavin Calculus for Processes with Conditionally Independent Increments / Aleh L. Yablonski.
Series Title: Abel symposia, 2.
Responsibility: Fred Espen Benth [and others], editors.
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