Seminar on stochastic analysis, random fields and applications: Centro Stefano Franscini, Ascona, 1993
Gespeichert in:
| Weitere Verfasser: | , , |
|---|---|
| Format: | Tagungsbericht Buch |
| Sprache: | German |
| Veröffentlicht: |
Basel ; Boston ; Berlin
Birkhäuser
1995
|
| Schriftenreihe: | Progress in probability
Volume 36 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | x, 391 Seiten Illustrationen |
| ISBN: | 3764352418 0817652418 9783034870269 |
Internformat
MARC
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| 245 | 1 | 0 | |a Seminar on stochastic analysis, random fields and applications |b Centro Stefano Franscini, Ascona, 1993 |c Erwin Bolthausen ; Marco Dozzi ; Francesco Russo, editors |
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Datensatz im Suchindex
| _version_ | 1804124730183122944 |
|---|---|
| adam_text | CONTENTS
Proface
........................................................
vii
List of Participants
............................................ ix
Robert Aebi
Propagation of chaos
-
the inverse problem
.................. 1
Sergio Albeverio. Yu. G. Kondraticv and Michael
Röckner
A remark on stachastic dynamics
on the infinite-dimensional torus
............................ 27
Rene A. Cannona
and Jean Pierre Fouque
Diffusion-approximation for the adveetion-diffusion
of a passive scalar by a space-time Gaussian velocity field
.... 37
Rene A. Cannona
and J. A. Yan
A new space of white noise distributions
and applications to SPDEs
................................. 51
Hans Crauel and Franco Flandoli
Dissipativity of three-dimensional
stochastic Navier-Stokes equation
........................... 67
Ana
Bela
Cruzeiro.
Zbigniew
Haba
and Jean-Claude Zambrini
Bernstein diffusions and Euclidean quantum field theory
..... 77
Rosario Delgado
and
Marta Saiiz-Solé
A Fubini theorem for generalized Stratonovich integrals
...... 99
Amir Dembo and
Ofer Zeitouni
Large deviations via parameter dependent change
of measure, and an application to the lower tail
of Gaussian processes
.......................................
Ill
Jon Gjerdc. H.
Holden.
В.
Oksendal.
J.
Uboe and
T.
Zhang
An equation modelling transport of a substance
in a stochastic medium
...................................... 123
Zbigniew
Haba
Stochastic representation of unitary quantum evolution
...... 135
Peter Imkeller and
Ferenc
Weisz
Critical dimensions for the existence of self-intersection
local times of the Brownian sheet in
Ш 1
..................... 151
Rémi Léandrc
and
Francesco Russo
Density estimates for stochastic partial
differential equations
........................................ 169
Chun Ya Li
Almost sure convergence of stochastic
differential equations of jump-diffusion type
................. 187
Paul Malliavin
Applications and foundations of quasi sure analysis
.......... 199
David Nualart and Joscp
Vives
A duality formula on the
Poisson
space
and some applications
....................................... 205
Michael Obcrguggenberger
Generalized functions and stochastic processes
............... 215
Karl-Theodor
Sturm
On the geometry defined by Dirichlet forms
................. 231
Marc Yor
Random Brownian sealing
and some absolute continuity relationships
................... 243
Bogusław Zegarlinski
Recent progress in the hypcrcontractivc semigroups
.......... 253
Financial models
Carlo
Bianchi. Riccardo Cesari
and Lorenzo Panattoni
Alternative estimators of a diffusion model of the term
structure of interest rates. A Monte Carlo comparison
....... 265
Rainer Buckdahn
Backward stochastic differential equations.
Option hedging under additional cost
........................ 307
Michel
Châtelain
and
Christophe
Strieker
Componentwise and vector stochastic integration
with respect to certain multi-dimensional
continuous local martingales
................................ 319
Nigel
Л.
Cutland. P.
Ekkehard Kopp
and Walter Willing«·
Stock price returns and the Joseph effect:
A fractional version of the Black Scholcs model
.............. 327
Damien Lamberton
Critical price for an American option near maturity
......... 353
Giovanni B.
Di
Masi.
Eckhard
Platen and
W.
J.
Runggaldier
Hedging of options under discrete observation
on assets with stochastic volatility
........................... 359
Wolfgang J. Runggaldier and Martin
Schweizer
Convergence of option values under incompleteness
.......... 365
Agnes Tourin and Thaleia Zariphopoulou
Portfolio selection with transaction costs
.................... 385
|
| any_adam_object | 1 |
| author2 | Bolthausen, Erwin 1945- Dozzi, Markus 1949- Russo, Francesco |
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| author_GND | (DE-588)108913035X (DE-588)1089698224 (DE-588)1047355191 |
| author_facet | Bolthausen, Erwin 1945- Dozzi, Markus 1949- Russo, Francesco |
| building | Verbundindex |
| bvnumber | BV010309748 |
| classification_rvk | SD 1993 |
| classification_tum | MAT 606f |
| ctrlnum | (OCoLC)473299421 (DE-599)BVBBV010309748 |
| discipline | Mathematik |
| format | Conference Proceeding Book |
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| genre | (DE-588)1071861417 Konferenzschrift 1993 Ascona gnd-content |
| genre_facet | Konferenzschrift 1993 Ascona |
| id | DE-604.BV010309748 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:50:18Z |
| institution | BVB |
| institution_GND | (DE-588)2147376-6 |
| isbn | 3764352418 0817652418 9783034870269 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006861043 |
| oclc_num | 473299421 |
| open_access_boolean | |
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| owner_facet | DE-91G DE-BY-TUM DE-12 DE-355 DE-BY-UBR DE-824 DE-739 DE-29T DE-83 DE-11 |
| physical | x, 391 Seiten Illustrationen |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Birkhäuser |
| record_format | marc |
| series | Progress in probability |
| series2 | Progress in probability |
| spelling | Seminar on Stochastic Analysis, Random Fields and Applications 1 1993 Ascona (DE-588)2147376-6 isb Seminar on stochastic analysis, random fields and applications Centro Stefano Franscini, Ascona, 1993 Erwin Bolthausen ; Marco Dozzi ; Francesco Russo, editors Basel ; Boston ; Berlin Birkhäuser 1995 x, 391 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Progress in probability Volume 36 Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Zufälliges Feld (DE-588)4191094-1 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1993 Ascona gnd-content Stochastische Analysis (DE-588)4132272-1 s DE-604 Zufälliges Feld (DE-588)4191094-1 s Bolthausen, Erwin 1945- (DE-588)108913035X edt Dozzi, Markus 1949- (DE-588)1089698224 edt Russo, Francesco (DE-588)1047355191 edt Erscheint auch als Online-Ausgabe 978-3-0348-7026-9 Progress in probability Volume 36 (DE-604)BV004163567 36 Digitalisierung TU Muenchen application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006861043&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Seminar on stochastic analysis, random fields and applications Centro Stefano Franscini, Ascona, 1993 Progress in probability Stochastische Analysis (DE-588)4132272-1 gnd Zufälliges Feld (DE-588)4191094-1 gnd |
| subject_GND | (DE-588)4132272-1 (DE-588)4191094-1 (DE-588)1071861417 |
| title | Seminar on stochastic analysis, random fields and applications Centro Stefano Franscini, Ascona, 1993 |
| title_auth | Seminar on stochastic analysis, random fields and applications Centro Stefano Franscini, Ascona, 1993 |
| title_exact_search | Seminar on stochastic analysis, random fields and applications Centro Stefano Franscini, Ascona, 1993 |
| title_full | Seminar on stochastic analysis, random fields and applications Centro Stefano Franscini, Ascona, 1993 Erwin Bolthausen ; Marco Dozzi ; Francesco Russo, editors |
| title_fullStr | Seminar on stochastic analysis, random fields and applications Centro Stefano Franscini, Ascona, 1993 Erwin Bolthausen ; Marco Dozzi ; Francesco Russo, editors |
| title_full_unstemmed | Seminar on stochastic analysis, random fields and applications Centro Stefano Franscini, Ascona, 1993 Erwin Bolthausen ; Marco Dozzi ; Francesco Russo, editors |
| title_short | Seminar on stochastic analysis, random fields and applications |
| title_sort | seminar on stochastic analysis random fields and applications centro stefano franscini ascona 1993 |
| title_sub | Centro Stefano Franscini, Ascona, 1993 |
| topic | Stochastische Analysis (DE-588)4132272-1 gnd Zufälliges Feld (DE-588)4191094-1 gnd |
| topic_facet | Stochastische Analysis Zufälliges Feld Konferenzschrift 1993 Ascona |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006861043&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV004163567 |
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