E-book
Seminar on Stochastic Analysis, Random Fields and Applications VI [electronic resource] : Centro Stefano Franscini, Ascona, May 2008 / edited by Robert Dalang, Marco Dozzi, Francesco Russo.
Record details
- ISBN: 9783034800211
- Physical Description: XI, 492p. digital.
- Publisher: Basel : Springer Basel, 2011.
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| Subject: | Mathematics. Distribution (Probability theory). Mathematics. Probability Theory and Stochastic Processes. |
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Electronic resources
| Machine generated contents note: Stochastic Analysis and Random Fields | ||
| The Trace Formula for the Heat Semigroup with Polynomial Potential / S. Mazzucchi | ||
| Existence Results for Fokker-Planck Equations in Hilbert Spaces / M. Rockner | ||
| Uniqueness in Law of the Ito Integral with Respect to Levy Noise / E. Hausenblas | ||
| Statistical Inference and Malliavin Calculus / A. Kohatsu-Higa | ||
| Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group / A.B. Cruzeiro | ||
| On Stochastic Ergodic Control in Infinite Dimensions / B. Maslowski | ||
| Yet Another Look at Harris' Ergodic Theorem for Markov Chains / J.C. Mattingly | ||
| Old and New Examples of Scale Functions for Spectrally Negative Levy Processes / E. Kyprianou | ||
| A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales / E. Platen | ||
| Are Fractional Brownian Motions Predictable? / A. Jakubowski | ||
| Control of Exit Time for Lagrangian Systems with Weak Noise / A. Kovaleva | ||
| A Probabilistic Deformation of Calculus of Variations with Constraints / J.-C. Zambrini | ||
| Exponential Integrability and DLR Consistence of Some Rough Functionals / J. Lorinczi | ||
| A Family of Series Representations of the Multiparameter Fractional Brownian Motion / A. Malyarenko | ||
| The Martingale Problem for Markov Solutions to the Navier-Stokes Equations / M. Romito | ||
| Functional Inequalities for the Wasserstein Dirichlet Form / W. Stannat | ||
| Entropic Measure on Multidimensional Spaces / K.-T. Sturm | ||
| Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields / Y. Xiao | ||
| Stochastic Methods in Financial Models | ||
| Hedging with Residual Risk: A BSDE Approach / P. Imkeller | ||
| Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1) / R. Brummelhuis | ||
| The Clean Development Mechanism and Joint Price Formation for Allowances and CERs / M. Fehr | ||
| Optimal Investment Problems with Marked Point Processes / C. Ceci | ||
| Doubly Stochastic CDO Term Structures / T. Schmidt | ||
| A Framework for Dynamic Hedging under Convex Risk Measures / R. Sircar | ||
| On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations / L. Vostrikova. |
