Seminar on Stochastic Analysis, Random Fields and Applications

Centro Stefano Franscini, Ascona, September 1996

Robert Dalang, Marco Dozzi, Francesco Russo (Herausgeber)

Buch | Hardcover

X, 300 Seiten

1999
Springer Basel (Verlag)
9783764361068 (ISBN)

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lt;p>A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.

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.

Erscheint lt. Verlag	1.4.1999
Reihe/Serie	Progress in Probability
Zusatzinfo	X, 300 p.
Verlagsort	Basel
Sprache	englisch
Maße	155 x 235 mm
Gewicht	1370 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Allgemeines / Lexika
	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
Schlagworte	Brownian motion • Calculus • diffusion process • Gaussian process • Hardcover, Softcover / Mathematik/Allgemeines, Lexika • HC/Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik • local time • Markov process • Martingale • Modeling • Stochastische Analysis • Zufälliges Feld
ISBN-13	9783764361068 / 9783764361068
Zustand	Neuware