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Birkhäuser

Seminar on Stochastic Analysis, Random Fields and Applications

Centro Stefano Franscini, Ascona, 1993

  • Conference proceedings
  • © 1995

Overview

Editors:
  1. Erwin Bolthausen

    1. Institut für Mathematik, Abteilung Angewandte Mathematik, Universität Zürich-Irchel, Zürich, Switzerland

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  2. Marco Dozzi

    1. Département de Mathématiques, Université de Nancy 1, Vandoeuvre-Les-Nancy Cedex, France

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  3. Francesco Russo

    1. Département de Mathématiques Institut Galilée, Université Paris-Nord, Villetaneuse, France
      BIBOS, Universität Bielefeld, Bielefeld 1, Germany

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

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About this book

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.

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Keywords

Table of contents (27 papers)

  1. Front Matter

    Pages i-x
    Download chapter PDF

  2. Propagation of Chaos — The Inverse Problem

    1. Propagation of Chaos — The Inverse Problem

      • Robert Aebi
      Pages 1-25

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

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

      • 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

    1. Diffusion-Approximation for the Advection-Diffusion of a Passive Scalar by a Space-Time Gaussian Velocity Field

      • René A. Carmona, Jean Pierre Fouque
      Pages 37-49

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

    1. A New Space of White Noise Distributions and Applications to Spde’s

      • René A. Carmona, J. A. Yan
      Pages 51-66

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

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

      • Hans Crauel, Franco Flandoli
      Pages 67-76

  7. Bernstein Diffusions and Euclidean Quantum Field Theory

    1. Bernstein Diffusions and Euclidean Quantum Field Theory

      • A. B. Cruzeiro, Z. Haba, J. C. Zambrini
      Pages 77-97

  8. A Fubini Theorem for Generalized Stratonovich Integrals

    1. A Fubini Theorem for Generalized Stratonovich Integrals

      • 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

    1. Large Deviations via Parameter Dependent Change of Measure, and an Application to the Lower Tail of Gaussian Processes

      • Amir Dembo, Ofer Zeitouni
      Pages 111-121

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

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

      • Jon Gjerde, Helge Holden, Bernt Øksendal, Jan Ubøe, Tusheng Zhang
      Pages 123-134

  11. Stochastic Representation of Unitary Quantum Evolution

    1. Stochastic Representation of Unitary Quantum Evolution

      • Z. Haba
      Pages 135-149

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

    1. Critical Dimensions for the Existence of Self-Intersection Local Times of the Brownian Sheet in ℝd

      • Peter Imkeller, Ferenc Weisz
      Pages 151-168

  13. Density Estimates for Stochastic Partial Differential Equations

    1. Density Estimates for Stochastic Partial Differential Equations

      • Rémi Léandre, Francesco Russo
      Pages 169-186

  14. Density estimates for stochastic partial differential equations

    1. Almost Sure Convergence of Stochastic Differential Equations of Jump-Diffusion Type

      • C. W. Li
      Pages 187-197

  15. Applications and Foundations of Quasi Sure Analysis

    1. Applications and Foundations of Quasi Sure Analysis

      • Paul Malliavin
      Pages 199-203

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

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

      • David Nualart, Josep Vives
      Pages 205-213

  17. Generalized Functions and Stochastic Processes

    1. Generalized Functions and Stochastic Processes

      • Michael Oberguggenberger
      Pages 215-229

  18. On the Geometry Defined by Dirichlet Forms

    1. On the Geometry Defined by Dirichlet Forms

      • Karl-Theodor Sturm
      Pages 231-242

  19. Random Brownian Scaling and Some Absolute Continuity Relationships

    1. Random Brownian Scaling and Some Absolute Continuity Relationships

      • Marc Yor
      Pages 243-252

  20. Recent Progress in the Hypercontractive Semigroups

    1. Recent Progress in the Hypercontractive Semigroups

      • Boguslaw Zegarlinski
      Pages 253-262
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Editors and Affiliations

  • Institut für Mathematik, Abteilung Angewandte Mathematik, Universität Zürich-Irchel, Zürich, Switzerland

    Erwin Bolthausen

  • Département de Mathématiques, Université de Nancy 1, Vandoeuvre-Les-Nancy Cedex, France

    Marco Dozzi

  • Département de Mathématiques Institut Galilée, Université Paris-Nord, Villetaneuse, France

    Francesco Russo

  • BIBOS, Universität Bielefeld, Bielefeld 1, Germany

    Francesco Russo

Bibliographic Information

  • Book Title: Seminar on Stochastic Analysis, Random Fields and Applications

  • Book Subtitle: Centro Stefano Franscini, Ascona, 1993

  • Editors: Erwin Bolthausen, Marco Dozzi, Francesco Russo

  • Series Title: Progress in Probability

  • DOI: https://doi.org/10.1007/978-3-0348-7026-9

  • Publisher: Birkhäuser Basel

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Basel AG 1995

  • Hardcover ISBN: 978-3-7643-5241-7Published: 27 July 1995

  • Softcover ISBN: 978-3-0348-7028-3Published: 13 November 2013

  • eBook ISBN: 978-3-0348-7026-9Published: 06 December 2012

  • Series ISSN: 1050-6977

  • Series E-ISSN: 2297-0428

  • Edition Number: 1

  • Number of Pages: X, 394

  • Topics: Probability Theory and Stochastic Processes, Economic Theory/Quantitative Economics/Mathematical Methods, Analysis

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