Title | Seminar on Stochastic Analysis, Random Fields and Applications IV [electronic resource] : Centro Stefano Franscini, Ascona, May 2002 / edited by Robert C. Dalang, Marco Dozzi, Francesco Russo |
---|---|
Imprint | Basel : Birkhรคuser Basel : Imprint: Birkhรคuser, 2004 |
Connect to | http://dx.doi.org/10.1007/978-3-0348-7943-9 |
Descript | XII, 328 p. online resource |
Stochastic Analysis and Random Fields -- Gaussian random fields on manifolds -- Higher order expansions for the overlap of the SK model -- Poissonian exponential functionalsq-seriesq-integrals, and the moment problem for log-normal distributions -- A Littlewood-Paley type inequality on the path space -- Condition numbers and extrema of random fields -- Second-order hyperbolic S.P.D.E.โs driven by boundary noises -- Stochastic heat and Burgers equations and the intermittence of turbulence -- Averaging of a parabolic partial differential equation with random evolution -- Random currents and probabilistic models of vortex filaments -- Stochastic resonance: a comparative study of two-state models -- Sample Hรถlder continuity of stochastic processes and majorizing measures -- Hypoelliptic diffusions and cyclic cohomology -- Isovectors for the Hamilton-Jacobi-Bellman equation,formal stochastic differentials and first integrals in Euclidean quantum mechanics -- Stochastic Methods in Financial Models -- Superhedging strategies and balayage in discrete time -- Generalized hyperbolic and inverse Gaussian distributions: limiting cases and approximation of processes -- Stochastic volatility and correction to the heat equation -- Bayesian estimate of default probabilities via MCMC with delayed rejection -- Optimal portfolio in a multiple-priors model -- Indifference pricing with exponential utility