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

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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.

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Product Details

  • ISBN-13: 9783764361068
  • Publisher: Birkhauser Basel
  • Publication date: 4/1/1999
  • Series: Progress in Probability Series, #45
  • Edition description: 1999
  • Edition number: 1
  • Pages: 300
  • Product dimensions: 9.21 (w) x 6.14 (h) x 0.75 (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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