Seminar on Stochastic Analysis, Random Fields and Applications

Centro Stefano Franscini, Ascona, 1993

  • Erwin Bolthausen
  • Marco Dozzi
  • Francesco Russo
Conference proceedings

Part of the Progress in Probability book series (PRPR, volume 36)

Table of contents

  1. Front Matter
    Pages i-x
  2. Propagation of Chaos — The Inverse Problem

  3. A Remark on Stochastic Dynamics on the Infinite-Dimensional Torus

    1. S. Albeverio, Yu. G. Kondratiev, M. Röckner
      Pages 27-35
  4. Diffusion-Approximation for the Advection-Diffusion of a Passive Scalar by a Space-Time Gaussian Velocity Field

  5. A New Space of White Noise Distributions and Applications to SPDE’s

  6. Dissipativity of Three-Dimensional Stochastic Navier-Stokes Equation

  7. Bernstein Diffusions and Euclidean Quantum Field Theory

    1. A. B. Cruzeiro, Z. Haba, J. C. Zambrini
      Pages 77-97
  8. A Fubini Theorem for Generalized Stratonovich Integrals

    1. Rosario Delgado, Marta Sanz-Solé
      Pages 99-110
  9. Large Deviations via Parameter Dependent Change of Measure, and an Application to the Lower Tail of Gaussian Processes

  10. An Equation Modelling Transport of a Substance in a Stochastic Medium

    1. Jon Gjerde, Helge Holden, Bernt Øksendal, Jan Ubøe, Tusheng Zhang
      Pages 123-134
  11. Stochastic Representation of Unitary Quantum Evolution

  12. Critical Dimensions for the Existence of Self-Intersection Local Times of the Brownian Sheet in ℝ d

  13. Density Estimates for Stochastic Partial Differential Equations

    1. Rémi Léandre, Francesco Russo
      Pages 169-186
  14. Density estimates for stochastic partial differential equations

  15. Applications and Foundations of Quasi Sure Analysis

  16. A Duality Formula on the Poisson Space and Some Applications

    1. David Nualart, Josep Vives
      Pages 205-213
  17. Generalized Functions and Stochastic Processes

    1. Michael Oberguggenberger
      Pages 215-229
  18. On the Geometry Defined by Dirichlet Forms

    1. Karl-Theodor Sturm
      Pages 231-242
  19. Random Brownian Scaling and Some Absolute Continuity Relationships

  20. Recent Progress in the Hypercontractive Semigroups

    1. Boguslaw Zegarlinski
      Pages 253-262
  21. Financial Models

    1. Front Matter
      Pages 263-263
    2. Nigel J. Cutland, P. Ekkehard Kopp, Walter Willinger
      Pages 327-351
    3. G. B. Di Masi, E. Platen, W. J. Runggaldier
      Pages 359-364
    4. Wolfgang J. Runggaldier, Martin Schweizer
      Pages 365-384
    5. Agnès Tourin, Thaleia Zariphopoulou
      Pages 385-391
  22. Back Matter
    Pages 392-394

About these proceedings


Pure and applied stochastic analysis and random fields form the subject of this book. The collection of articles on these topics represent the state of the art of the research in the field, with particular attention being devoted to stochastic models in finance. Some are review articles, others are original papers; taken together, they will apprise the reader of much of the current activity in the area.


Black-Scholes Dirichlet form Gaussian process Martingale Stochastic processes local martingale local time stochastic process

Editors and affiliations

  • Erwin Bolthausen
    • 1
  • Marco Dozzi
    • 2
  • Francesco Russo
    • 3
    • 4
  1. 1.Institut für Mathematik, Abteilung Angewandte MathematikUniversität Zürich-IrchelZürichSwitzerland
  2. 2.Département de MathématiquesUniversité de Nancy 1Vandoeuvre-Les-Nancy CedexFrance
  3. 3.Département de Mathématiques Institut GaliléeUniversité Paris-NordVilletaneuseFrance
  4. 4.BIBOSUniversität BielefeldBielefeld 1Germany

Bibliographic information