Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996 / Edition 1

Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996 / Edition 1

by Robert C. Dalang
     
 

ISBN-10: 3764361069

ISBN-13: 9783764361068

Pub. Date: 04/01/1999

Publisher: Birkhauser Basel

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

Overview

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

Product Details

ISBN-13:
9783764361068
Publisher:
Birkhauser Basel
Publication date:
04/01/1999
Series:
Progress in Probability Series, #45
Edition description:
1999
Pages:
300
Product dimensions:
6.10(w) x 9.25(h) x 0.03(d)

Table of Contents

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.- Shastic Wess-Zumino- Witten model for the measure of Kontsevitch.- Independence of a class of multiple shastic integrals.- Existence of invariant measures for diffusion processes on Banach spaces.- On some new type of infinite dimensional Laplacians.- Shastic PDE’s of Schrödinger type and shastic Mehler kernels — a path integral approach.- Probability and quantum symmetries in a Riemannian manifold.

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