+612 9045 4394
Seminar on Stochastic Analsis, Random Fields and Applications :  Centro Stefano Franscini, Ascona, September 1996 - Robert Dalang

Seminar on Stochastic Analsis, Random Fields and Applications

Centro Stefano Franscini, Ascona, September 1996

By: Robert Dalang (Editor), Marco Dozzi (Editor), Francesco Russo (Editor)

Hardcover Published: April 2009
ISBN: 9783764361068
Number Of Pages: 300

Share This Book:


RRP $486.99
or 4 easy payments of $84.19 with Learn more
Ships in 7 to 10 business days

This volume contains 20 refereed research or review papers presented at the six-day Second Seminar on Stochastic Analysis, Random Fields and Applications which took place at the Centro Stefano Franscini (Monte VeritA) in Ascona, Switzerland, from September 16 to 21, 1996. The seminar focused on three topics: stochastic analysis, with an emphasis on stochastic partial differential equations and measure-valued diffusions; applications of stochastic analysis to the engineering sciences; and financial modelling. The third topic was the subject of a minisymposium on stochastic methods in financial models.

List of Participants
On a semigroup approach to no-arbitrage pricing theoryp. 1
Generalized random vector fields and Euclidean quantum vector fieldsp. 15
Central limit theorem for the local time of a Gaussian processp. 25
Explicit solutions of some fourth order partial differential equations via iterated Brownian motionp. 39
A microscopic model of phase field typep. 63
Ergodic backward SDE and associated PDEp. 73
Statistical manifolds, self-parallel curves and learning processesp. 87
Law of iterated logarithm for parabolic SPDEsp. 101
Random production flows. An exactly solvable fluid modelp. 125
A compactness principle for bounded sequences of martingales with applicationsp. 137
Risk minimizing hedging strategies under partial observationp. 175
Multiparameter Markov processes and capacityp. 189
Iterated Brownian motion and its intrinsic skeletal strucurep. 201
Heavy traffic and optimal control methods for a communications systemp. 211
Stochastic Wess-Zumino-Witten model for the measure of Kontsevitchp. 231
Independence of a class of multiple stochastic integralsp. 249
Existence of invariant measures for diffusion processes on Banach spacesp. 261
On some new type of infinite dimensional Laplaciansp. 267
Stochastic PDE's of Schrodinger type and stochastic Mehler kernels - a path integral approachp. 275
Probability and quantum symmetries in a Riemannian manifoldp. 283
Table of Contents provided by Blackwell. All Rights Reserved.

ISBN: 9783764361068
ISBN-10: 3764361069
Series: Progress in Probability
Audience: Tertiary; University or College
Format: Hardcover
Language: English
Number Of Pages: 300
Published: April 2009
Country of Publication: CH
Dimensions (cm): 23.39 x 15.6  x 1.91
Weight (kg): 0.62