Seminar on Stochastic Analysis, Random Fields and Applications Centro Stefano Franscini, Ascona, September 1996
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Basel
Birkhäuser
1999, 1999
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| Edition: | 1st ed. 1999 |
| Series: | Progress in Probability
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 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