Seminar on Stochastic Analysis, Random Fields and Applications. Centro Stefano Franscini, Ascona, May 2005 V :
This volume contains twenty-eight refereed research or review papers presented at the 5th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, from May 30 to June 3, 2005. The seminar focused mainly o...
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| Drugi avtorji: | , , , |
| Format: | Livre numérique |
| Jezik: | Anglais |
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Basel :
Birkhäuser Basel : Springer e-books
[20..].
Cham : Springer Nature |
| Serija: | Progress in Probability
59 |
| Teme: | |
| Online dostop: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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L'impression du document génère 517 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Seminar on stochastic analysis, random fields and applications, V, Centro Stefano Franscini, Ascona, May 2005, Robert C. Dalang, Marco Dozzi, Francesco Russo, editors, Basel, Birkhäuser, 2008, 1 vol. (XIII-519 p.), Progress in probability, 978-3-7643-8457-9 |
Kazalo:
- Stochastic Analysis and Random Fields Detection of Dynamical Systems from Noisy Multivariate Time Series A Bakry-Emery Criterion for Self-Interacting Diffusions Stationary Solutions for the 2D Stochastic Dissipative Euler Equation Volterra Equations Perturbed by a Gaussian Noise Dirichlet Forms Methods: An Application to the Propagation of the Error Due to the Euler Scheme Individual-Based Probabilistic Models of Adaptive Evolution and Various Scaling Approximations A Note on Evolution Systems of Measures for Time-Dependent Stochastic Differential Equations Remarks on 3D Stochastic Navier-Stokes Equations Slices of a Brownian Sheet: New Results and Open Problems An Estimate of the Convergence Rate in Diffusion Approximation of a Particle Motion under Random Forcing Long-Time Behaviour for the Brownian Heat Kernel on a Compact Riemannian Manifold and Bismut s Integration-by-Parts Formula Probabilistic Deformation of Contact Geometry, Diffusion Processes and Their Quadratures Approximation of Stochastic Differential Equations Driven by Fractional Brownian Motion Critical Exponents for Semilinear PDEs with Bounded Potentials Generalized Ornstein-Uhlenbeck Processes on Separable Banach Spaces Approximation of Rough Paths of Fractional Brownian Motion A One-Dimensional Analysis of Singularities and Turbulence for the Stochastic Burgers Equation in d Dimensions Attractors for Ergodic and Monotone Random Dynamical Systems On the Stability of Feynman-Kac Propagators Some Applications of the Malliavin Calculus to Sub-Gaussian and Non-Sub-Gaussian Random Fields Nonlinear Markovian Problems in Large Dimensions Stochastic Methods in Financial Models A Tychastic Approach to Guaranteed Pricing and Management of Portfolios under Transaction Constraints Numerical Aspects of Loan Portfolio Optimization An Orlicz Spaces Duality for Utility Maximization in Incomplete Markets No Free Lunch under Transaction Costs for Continuous Processes Robustness of the Hobson-Rogers Model with Respect to the Offset Function PDE Approach to Utility Maximization for Market Models with Hidden Markov Factors Generalizations of Merton s Mutual Fund Theorem in Infinite-Dimensional Financial Models