Beschreibung
InhaltsangabeMemoirs of My Research on Stochastic Analysis by K.Ito.- Ito calculus and quantum white noise calculus by L. Accardi, A. Boukas.- Homogenization of diffusions on the lattice Zd with periodic drift coefficients, applying a logarithmic Sobolev inequality or a weak Poincare inequality by S. Albeverio, M. S. Bernabei, M. Röckner, M. W. Yoshida.- Theory and applications of infinite dimensional oscillatory integrals by S. Albeverio, S. Mazzucchi.- Ambit processes with applications to turbulence and tumour growth by O. E. Barndorff-Nielsen, J. Schmiegel.- A stochastic control approach to a robust utility maximization problem by G. Bordigoni, A. Matoussi, M. Schweizer.- Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions by Zhen-Qing Chen, M. Fukushima, J. Ying.- Hedging with options in models with jumps by R. Cont, P. Tankov, E. Voltchkova.- Power variation analysis of some integral long-memory processes by J. M. Corcuera.- Kolmogorov equations for stochastic PDE's with multiplicative noise by G. Da Prato.- Stochastic Integrals and Adjoint Derivatives by G. Di Nunno, Yu.A. Rozanov.- An application of probability to nonlinear analysis by E.B. Dynkin.- The space of stochastic differential equations by K.D. Elworthy.- Extremes of supOU processes by V. Fasen, C. Klüppelberg.- Gaussian bridges by D. Gasbarra, T. Sottinen, E. Valkeila.- Some of the recent topics on stochastic analysis by T. Hida.- Differential equations driven by Hölder continuous functions of order greater than ½ by Y. Hu, D. Nualart.- On asymptotics of Banach space-valued Ito functionals of Brownian rough paths by Y. Inahama, H. Kawabi.- Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios by H. Jin, Xun Yu Zhou.- Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion by T. Kolsrud.- Different Lattice Approximations for Hoegh-Krohn's quantum field model by S. Liang.- Ito Atlas, its application to mathematical finance and to exponentiation of infinite dimensional Lie algebras by P. Malliavin.- The Invariant Distribution of a Diffusion: Some New Aspects by H.P. McKean.- Formation of singularities in Madelung fluid: a nonconventional application of Ito calculus to foundations of Quantum Mechanics by L.M. Morato.- G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Ito Type by S. Peng.- Perpetual integral functionals of diffusions and their numerical computations by P. Salminen, O. Wallin.- Chaos expansions and Malliavin calculus for Levy processes by J. Lluis Sole, Frederic Utzet, Josep Vives.- Study of Simple but Challenging Diffusion Equation by D.W. Stroock.- Ito Calculus and Malliavin Calculus by S. Watanabe.- The Malliavin calculus for processes with conditionally independent increments by A.L. Yablonski
Inhaltsverzeichnis
InhaltsangabeMemoirs of My Research on Stochastic Analysis by K.Ito.- Ito calculus and quantum white noise calculus by L. Accardi, A. Boukas.- Homogenization of diffusions on the lattice Zd with periodic drift coefficients, applying a logarithmic Sobolev inequality or a weak Poincare inequality by S. Albeverio, M. S. Bernabei, M. Röckner, M. W. Yoshida.- Theory and applications of infinite dimensional oscillatory integrals by S. Albeverio, S. Mazzucchi.- Ambit processes with applications to turbulence and tumour growth by O. E. Barndorff-Nielsen, J. Schmiegel.- A stochastic control approach to a robust utility maximization problem by G. Bordigoni, A. Matoussi, M. Schweizer.- Extending Markov Processes in Weak Duality by Poisson Point Processes of Excursions by Zhen-Qing Chen, M. Fukushima, J. Ying.- Hedging with options in models with jumps by R. Cont, P. Tankov, E. Voltchkova.- Power variation analysis of some integral long-memory processes by J. M. Corcuera.- Kolmogorov equations for stochastic PDE's with multiplicative noise by G. Da Prato.- Stochastic Integrals and Adjoint Derivatives by G. Di Nunno, Yu.A. Rozanov.- An application of probability to nonlinear analysis by E.B. Dynkin.- The space of stochastic differential equations by K.D. Elworthy.- Extremes of supOU processes by V. Fasen, C. Klüppelberg.- Gaussian bridges by D. Gasbarra, T. Sottinen, E. Valkeila.- Some of the recent topics on stochastic analysis by T. Hida.- Differential equations driven by Hölder continuous functions of order greater than ½ by Y. Hu, D. Nualart.- On asymptotics of Banach space-valued Ito functionals of Brownian rough paths by Y. Inahama, H. Kawabi.- Continuous-Time Markowitz's Problems in an Incomplete Market, with No-Shorting Portfolios by H. Jin, Xun Yu Zhou.- Quantum and Classical Conserved Quantities: Martingales, Conservation Laws and Constants of Motion by T. Kolsrud.- Different Lattice Approximations for Hoegh-Krohn's quantum field model by S. Liang.- Ito Atlas, itsapplication to mathematical finance and to exponentiation of infinite dimensional Lie algebras by P. Malliavin.- The Invariant Distribution of a Diffusion: Some New Aspects by H.P. McKean.- Formation of singularities in Madelung fluid: a nonconventional application of Ito calculus to foundations of Quantum Mechanics by L.M. Morato.- G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Ito Type by S. Peng.- Perpetual integral functionals of diffusions and their numerical computations by P. Salminen, O. Wallin.- Chaos expansions and Malliavin calculus for Levy processes by J. Lluis Sole, Frederic Utzet, Josep Vives.- Study of Simple but Challenging Diffusion Equation by D.W. Stroock.- Ito Calculus and Malliavin Calculus by S. Watanabe.- The Malliavin calculus for processes with conditionally independent increments by A.L. Yablonski
Autorenporträt
Information on the volume editors: All the Editors are working in stochastic analysis. Bernt Øksendal received the Nansen Prize in 1996 and was elected member of the Norwegian Academy of Science and Letters in 1996.
