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

Bibliographic Details
Other Authors: Dalang, Robert (Editor), Dozzi, Marco (Editor), Russo, Francesco (Editor)
Format: eBook
Language:English
Published: Basel Birkhäuser 1999, 1999
Edition:1st ed. 1999
Series:Progress in Probability
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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100 1 |a Dalang, Robert  |e [editor] 
245 0 0 |a Seminar on Stochastic Analysis, Random Fields and Applications  |h Elektronische Ressource  |b Centro Stefano Franscini, Ascona, September 1996  |c edited by Robert Dalang, Marco Dozzi, Francesco Russo 
250 |a 1st ed. 1999 
260 |a Basel  |b Birkhäuser  |c 1999, 1999 
300 |a X, 300 p  |b online resource 
505 0 |a On a semigroup approach to no-arbitrage pricing theory -- Generalized random vector fields and Euclidean quantum vector fields -- Central limit theorem for the local time of a Gaussian process -- Explicit solutions of some fourth order partial differential equations via iterated Brownian motion -- A microscopic model of phase field type -- Ergodic backward SDE and associated PDE -- Statistical manifolds, self-parallel curves and learning processes -- Law of iterated logarithm for parabolic SPDEs -- Random production flows. An exactly solvable fluid model -- A compactness principle for bounded sequences of martingales with applications -- Risk minimizing hedging strategies under partial observation -- Multiparameter Markov processes and capacity -- Iterated Brownian motion and its intrinsic skeletal structure -- Heavy traffic and optimal control methods for a communications system -- Stochastic Wess-Zumino- Witten model for the measure of Kontsevitch -- Independence of a class of multiple stochastic integrals -- Existence of invariant measures for diffusion processes on Banach spaces -- On some new type of infinite dimensional Laplacians -- Stochastic PDE’s of Schrödinger type and stochastic Mehler kernels — a path integral approach -- Probability and quantum symmetries in a Riemannian manifold 
653 |a Probability Theory 
653 |a Applications of Mathematics 
653 |a Mathematics 
653 |a Probabilities 
700 1 |a Dozzi, Marco  |e [editor] 
700 1 |a Russo, Francesco  |e [editor] 
041 0 7 |a eng  |2 ISO 639-2 
989 |b SBA  |a Springer Book Archives -2004 
490 0 |a Progress in Probability 
028 5 0 |a 10.1007/978-3-0348-8681-9 
856 4 0 |u https://doi.org/10.1007/978-3-0348-8681-9?nosfx=y  |x Verlag  |3 Volltext 
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