Seminar on Stochastic Analysis, Random Fields and Applications VI

Machine generated contents note: Stochastic Analysis and Random Fields -- The Trace Formula for the Heat Semigroup with Polynomial Potential / S. Mazzucchi -- Existence Results for Fokker-Planck Equations in Hilbert Spaces / M. Rockner -- Uniqueness in Law of the Ito Integral with Respect to Levy Noise / E. Hausenblas -- Statistical Inference and Malliavin Calculus / A. Kohatsu-Higa -- Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group / A.B. Cruzeiro -- On Stochastic Ergodic Control in Infinite Dimensions / B. Maslowski -- Yet Another Look at Harris' Ergodic Theorem for Markov Chains / J.C. Mattingly -- Old and New Examples of Scale Functions for Spectrally Negative Levy Processes / E. Kyprianou -- A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales / E. Platen -- Are Fractional Brownian Motions Predictable? / A. Jakubowski -- Control of Exit Time for Lagrangian Systems with Weak Noise / A. Kovaleva -- A Probabilistic Deformation of Calculus of Variations with Constraints / J.-C. Zambrini -- Exponential Integrability and DLR Consistence of Some Rough Functionals / J. Lorinczi -- A Family of Series Representations of the Multiparameter Fractional Brownian Motion / A. Malyarenko -- The Martingale Problem for Markov Solutions to the Navier-Stokes Equations / M. Romito -- Functional Inequalities for the Wasserstein Dirichlet Form / W. Stannat -- Entropic Measure on Multidimensional Spaces / K.-T. Sturm -- Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields / Y. Xiao -- Stochastic Methods in Financial Models -- Hedging with Residual Risk: A BSDE Approach / P. Imkeller -- Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1) / R. Brummelhuis -- The Clean Development Mechanism and Joint Price Formation for Allowances and CERs / M. Fehr -- Optimal Investment Problems with Marked Point Processes / C. Ceci -- Doubly Stochastic CDO Term Structures / T. Schmidt -- A Framework for Dynamic Hedging under Convex Risk Measures / R. Sircar -- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations / L. Vostrikova.