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TitleSeminar on Stochastic Analysis, Random Fields and Applications [electronic resource] : Centro Stefano Franscini, Ascona, September 1996 / edited by Robert C. Dalang, Marco Dozzi, Francesco Russo
ImprintBasel : Birkhรคuser Basel : Imprint: Birkhรคuser, 1999
Connect tohttp://dx.doi.org/10.1007/978-3-0348-8681-9
Descript X, 300 p. online resource

CONTENT

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 PDEโ{128}{153}s of Schrรถdinger type and stochastic Mehler kernels โ{128}{148} a path integral approach -- Probability and quantum symmetries in a Riemannian manifold


Mathematics Applied mathematics Engineering mathematics Probabilities Mathematics Probability Theory and Stochastic Processes Applications of Mathematics



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