Seminar on Stochastic Analysis, Random Fields and Applications
Springer Basel (Verlag)
978-3-0348-9727-3 (ISBN)
A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.
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.
Erscheint lt. Verlag | 12.10.2012 |
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Reihe/Serie | Progress in Probability |
Zusatzinfo | X, 300 p. |
Verlagsort | Basel |
Sprache | englisch |
Maße | 155 x 235 mm |
Gewicht | 486 g |
Themenwelt | Mathematik / Informatik ► Mathematik ► Angewandte Mathematik |
Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
Schlagworte | Brownian motion • Calculus • diffusion process • Gaussian process • local time • Markov process • Martingale • Modeling |
ISBN-10 | 3-0348-9727-8 / 3034897278 |
ISBN-13 | 978-3-0348-9727-3 / 9783034897273 |
Zustand | Neuware |
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