E-Book, Englisch, Band 45, 300 Seiten, eBook
Reihe: Progress in Probability
Dalang / Dozzi / Russo Seminar on Stochastic Analysis, Random Fields and Applications
Erscheinungsjahr 2012
ISBN: 978-3-0348-8681-9
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Centro Stefano Franscini, Ascona, September 1996
E-Book, Englisch, Band 45, 300 Seiten, eBook
Reihe: Progress in Probability
ISBN: 978-3-0348-8681-9
Verlag: Springer
Format: PDF
Kopierschutz: 1 - PDF Watermark
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
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.
