Seminar on Stochastic Analysis, Random Fields and Applications VII

Foreword.- Public lecture by N. Bouleau, Can there be excessive mathematization of the world?.- Part I: Stochastic analysis and random fields R. Balan, Recent advances related to SPDEs with fractional noise.- G. Di Nunno, S.Sjursen, On chaos representation and orthogonal polynomials for the doubly stochastic Poisson process.- R. Eden, F. Viens, General upper and lower tail estimates using Malliavin calculus and Stein's equations.- B. Ferrario, Uniqueness and absolute continuity for semilinear SPDE's.- I. Gyöngy, P.R. Stinga, Rate of convergence of Wong-Zakai approximations for SPDEs.- A. Kohatsu-Higa, H.- L. Ngo, Weak approximations for SDE's driven by Lévy processes.- V. Mandrekar, B. Ruediger, S. Tappe, Itô's formula for Banach space valued jump processes driven by Poisson random measures.- C. Marinelli, Well-posedness for a class of dissipative stochastic evolution equations with Wiener and Poisson noise.- L.M. Morato, S. Ugolini, Localization of relative entropy in Bose-Einstein condensation of trapped interacting bosons.- I. Nourdin, G. Peccati, R. Speicher, Multidimensional semicircular limits on the free Wigner chaos.- S.S. Sritharan and M. Xu, Malliavin Calculus for stochastic point vortex and Lagrangian models.- W. Stannat, Two remarks on the Wasserstein Dirichlet form.- J. Manuel, Erratum.- Part II: Stochastic methods in financial models F. Biagini, Evaluating hybrid products: the interplay between financial and insurance markets.- F.E. Benth, H. Eyjolfsson, Stochastic modeling of power markets using stationary processes.- S. Cawston, L. Vostrikova, F-divergence minimal equivalent martingale measures and optimal portfolios for exponential Lévy models with a change-point.- C. Ceci, Optimal investment-consumption for partially observed jump-diffusions.- R. Cogo, A. Gombani, W.J. Runggaldier, Stochastic control and pricing under swap measures.- D. Filipovic, Variance swap curve models.- B. Jourdain, M. Sbai. Efficient second order weak scheme forstochastic volatility models.- T. Lim, V. Ly Vath, J.- M. Sahut, S. Scotti, Bid-ask spread modelling, a perturbation approach.- A.R.L. Valdez, T. Vargiolu, Optimal portfolio in a regime-switching model.