The Resource Seminar on Stochastic Analysis, Random Fields and Applications V : Centro Stefano Franscini, Ascona, May 2005, edited by Robert Dalang, Marco Dozzi, Francesco Russo, (electronic resource)

Seminar on Stochastic Analysis, Random Fields and Applications V : Centro Stefano Franscini, Ascona, May 2005, edited by Robert Dalang, Marco Dozzi, Francesco Russo, (electronic resource)

Label
Seminar on Stochastic Analysis, Random Fields and Applications V : Centro Stefano Franscini, Ascona, May 2005
Title
Seminar on Stochastic Analysis, Random Fields and Applications V
Title remainder
Centro Stefano Franscini, Ascona, May 2005
Statement of responsibility
edited by Robert Dalang, Marco Dozzi, Francesco Russo
Creator
Contributor
Editor
Editor
Subject
Language
  • eng
  • eng
Summary
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 on stochastic partial differential equations, random dynamical systems, infinite-dimensional analysis, approximation problems, and financial engineering. The book will be a valuable resource for researchers in stochastic analysis and professionals interested in stochastic methods in finance. Contributors: Y. Asai, J.-P. Aubin, C. Becker, M. Benaïm, H. Bessaih, S. Biagini, S. Bonaccorsi, N. Bouleau, N. Champagnat, G. Da Prato, R. Ferrière, F. Flandoli, P. Guasoni, V.B. Hallulli, D. Khoshnevisan, T. Komorowski, R. Léandre, P. Lescot, H. Lisei, J.A. López-Mimbela, V. Mandrekar, S. Méléard, A. Millet, H. Nagai, A.D. Neate, V. Orlovius, M. Pratelli, N. Privault, O. Raimond, M. Röckner, B. Rüdiger, W.J. Runggaldier, P. Saint-Pierre, M. Sanz-Solé, M. Scheutzow, A. Soós, W. Stannat, A. Truman, T. Vargiolu, A.E.P. Villa, A.B. Vizcarra, F.G. Viens, J.-C. Zambrini, B. Zegarlinski
Member of
http://bibfra.me/vocab/relation/corporateauthor
eRIRPyV6JHg
Dewey number
519.22
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
  • 3WippDeuXus
  • S6xOi_ZZVxc
  • dzGcnntIkCQ
Language note
English
LC call number
  • QA273.A1-274.9
  • QA274-274.9
Literary form
non fiction
http://bibfra.me/vocab/lite/meetingDate
2005
http://bibfra.me/vocab/lite/meetingName
Seminar on Stochastic Analysis, Random Fields, and Applications
Nature of contents
dictionaries
http://bibfra.me/vocab/lite/organizationName
Seminar on Stochastic Analysis, Random Fields, and Applications
http://library.link/vocab/relatedWorkOrContributorName
  • Seminar on Stochastic Analysis, Random Fields, and Applications
  • Dalang, Robert.
  • Dozzi, Marco.
  • Russo, Francesco.
Series statement
Progress in Probability,
Series volume
59
http://library.link/vocab/subjectName
  • Distribution (Probability theory
  • Probability Theory and Stochastic Processes
Label
Seminar on Stochastic Analysis, Random Fields and Applications V : Centro Stefano Franscini, Ascona, May 2005, edited by Robert Dalang, Marco Dozzi, Francesco Russo, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
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
Dimensions
unknown
Edition
1st ed. 2008.
Extent
1 online resource (529 p.)
Form of item
online
Isbn
9786611242060
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-7643-8458-6
Specific material designation
remote
System control number
  • (CKB)1000000000404844
  • (EBL)372726
  • (OCoLC)261325343
  • (SSID)ssj0000244026
  • (PQKBManifestationID)11190674
  • (PQKBTitleCode)TC0000244026
  • (PQKBWorkID)10164742
  • (PQKB)10312446
  • (DE-He213)978-3-7643-8458-6
  • (MiAaPQ)EBC372726
  • (EXLCZ)991000000000404844
Label
Seminar on Stochastic Analysis, Random Fields and Applications V : Centro Stefano Franscini, Ascona, May 2005, edited by Robert Dalang, Marco Dozzi, Francesco Russo, (electronic resource)
Publication
Note
Description based upon print version of record
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
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
Dimensions
unknown
Edition
1st ed. 2008.
Extent
1 online resource (529 p.)
Form of item
online
Isbn
9786611242060
Media category
computer
Media type code
  • c
Other control number
10.1007/978-3-7643-8458-6
Specific material designation
remote
System control number
  • (CKB)1000000000404844
  • (EBL)372726
  • (OCoLC)261325343
  • (SSID)ssj0000244026
  • (PQKBManifestationID)11190674
  • (PQKBTitleCode)TC0000244026
  • (PQKBWorkID)10164742
  • (PQKB)10312446
  • (DE-He213)978-3-7643-8458-6
  • (MiAaPQ)EBC372726
  • (EXLCZ)991000000000404844

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