Seminar on Stochastic Analysis, Random Fields and Applications VI

Centro Stefano Franscini, Ascona, May 2008

  • Robert Dalang
  • Marco Dozzi
  • Francesco Russo
Conference proceedings

Part of the Progress in Probability book series (PRPR, volume 63)

Table of contents

  1. Front Matter
    Pages i-xi
  2. Stochastic Analysis and Random Fields

    1. Front Matter
      Pages 1-1
    2. Sergio Albeverio, Sonia Mazzucchi
      Pages 3-21
    3. Vladimir Bogachev, Giuseppe Da Prato, Michael Röckner
      Pages 23-35
    4. Zdzisław Brzeźniak, Erika Hausenblas
      Pages 37-57
    5. José M. Corcuera, Arturo Kohatsu-Higa
      Pages 59-82
    6. Beniamin Goldys, Bohdan Maslowski
      Pages 95-107
    7. Martin Hairer, Jonathan C. Mattingly
      Pages 109-117
    8. Adam Jakubowski
      Pages 159-165
    9. Christian Léonard, Jean-Claude Zambrini
      Pages 177-189
    10. Karl-Theodor Sturm
      Pages 261-277
  3. Stochastic Methods in Financial Models

About these proceedings


This volume contains refereed research or review papers presented at the 6th Seminar on Stochastic Processes, Random Fields and Applications, which took place at the Centro Stefano Franscini (Monte Verità) in Ascona, Switzerland, in May 2008. The seminar focused mainly on stochastic partial differential equations, especially large deviations and control problems, on infinite dimensional analysis, particle systems and financial engineering, especially energy markets and climate models.

The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance.


S. Albeverio

S. Ankirchner

V. Bogachev

R. Brummelhuis

Z. Brzeźniak

R. Carmona

C. Ceci

J.M. Corcuera

A.B. Cruzeiro

G. Da Prato

M. Fehr

D. Filipović

B. Goldys

M. Hairer

E. Hausenblas

F. Hubalek

H. Hulley

P. Imkeller

A. Jakubowski

A. Kohatsu-Higa

A. Kovaleva

E. Kyprianou

C. Léonard

J. Lörinczi

A. Malyarenko

B. Maslowski

J.C. Mattingly

S. Mazzucchi

L. Overbeck

E. Platen

M. Röckner

M. Romito

T. Schmidt

R. Sircar

W. Stannat

K.-T. Sturm

A. Toussaint

L. Vostrikova

J. Woerner

Y. Xiao

J.-C. Zambrini


financial mathematics random field stochastic analysis

Editors and affiliations

  • Robert Dalang
    • 1
  • Marco Dozzi
    • 2
  • Francesco Russo
    • 3
  1. 1.Fac. Sciences de Base (FSB), Institut de Mathématiques (IMA)Ecole Polytechnique Fédérale de LausanneLausanneSwitzerland
  2. 2.Institut Élie Cartan IECNNancy UniversitéVandoeuvre-les-Nancy CXFrance
  3. 3., Unité de Mathématiques appliquéesEcole Nationale Supérieure des TechniqueParis Cedex 15France

Bibliographic information