Seminar on Stochastic Analysis, Random Fields and Applications VI
Subtitle: Centro Stefano Franscini, Ascona, May 2008
By: Robert C. Dalang, Marco Dozzi, Francesco Russo, editors
Contributors: Dalang, Robert C., 1961-; Dozzi, M.; Russo, Francesco, 1959-
Series: Progress in probability -- v. 63; Progress in probability -- 63.
Publisher: Birkhäuser
Published: 2011
Place of publication: Basel
Language: eng
Number of pages: 492
ISBN-13: 9783034800204; 9783034800211
Subjects: Mathematics; Distribution (Probability theory); Random fields; Congresses; Stochastic analysis
Notes: Includes bibliographical references.
Table of contents: title: Machine generated contents note: Stochastic Analysis and Random Fields; title: The Trace Formula for the Heat Semigroup with Polynomial Potential / S. Mazzucchi; title: Existence Results for Fokker-Planck Equations in Hilbert Spaces / M. Rockner; title: Uniqueness in Law of the Ito Integral with Respect to Levy Noise / E. Hausenblas; title: Statistical Inference and Malliavin Calculus / A. Kohatsu-Higa; title: Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group / A.B. Cruzeiro; title: On Stochastic Ergodic Control in Infinite Dimensions / B. Maslowski; title: Yet Another Look at Harris' Ergodic Theorem for Markov Chains / J.C. Mattingly; title: Old and New Examples of Scale Functions for Spectrally Negative Levy Processes / E. Kyprianou; title: A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales / E. Platen; title: Are Fractional Brownian Motions Predictable? / A. Jakubowski; title: Control of Exit Time for Lagrangian Systems with Weak Noise / A. Kovaleva; title: A Probabilistic Deformation of Calculus of Variations with Constraints / J.-C. Zambrini; title: Exponential Integrability and DLR Consistence of Some Rough Functionals / J. Lorinczi; title: A Family of Series Representations of the Multiparameter Fractional Brownian Motion / A. Malyarenko; title: The Martingale Problem for Markov Solutions to the Navier-Stokes Equations / M. Romito; title: Functional Inequalities for the Wasserstein Dirichlet Form / W. Stannat; title: Entropic Measure on Multidimensional Spaces / K.-T. Sturm; title: Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields / Y. Xiao; title: Stochastic Methods in Financial Models; title: Hedging with Residual Risk: A BSDE Approach / P. Imkeller; title: Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1) / R. Brummelhuis; title: The Clean Development Mechanism and Joint Price Formation for Allowances and CERs / M. Fehr; title: Optimal Investment Problems with Marked Point Processes / C. Ceci; title: Doubly Stochastic CDO Term Structures / T. Schmidt; title: A Framework for Dynamic Hedging under Convex Risk Measures / R. Sircar; title: On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations / L. Vostrikova.