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Catalogue Information
Field name	Details
Dewey Class	519.2
Title	Seminar on Stochastic Analysis, Random Fields and Applications ([EBook]) : Centro Stefano Franscini, Ascona, September 1996 / edited by Robert C. Dalang, Marco Dozzi, Francesco Russo.
Added Personal Name	Dalang, Robert C.
	Dozzi, Marco
	Russo, Francesco
Other name(s)	SpringerLink (Online service)
Publication	Basel : Birkhäuser , 1999.
Physical Details	X, 300 pages : online resource.
Series	Progress in probability ; 45
ISBN	9783034886819
Contents note	On a semigroup approach to no-arbitrage pricing theory -- Generalized random vector fields and Euclidean quantum vector fields -- Central limit theorem for the local time of a Gaussian process -- Explicit solutions of some fourth order partial differential equations via iterated Brownian motion -- A microscopic model of phase field type -- Ergodic backward SDE and associated PDE -- Statistical manifolds, self-parallel curves and learning processes -- Law of iterated logarithm for parabolic SPDEs -- Random production flows. An exactly solvable fluid model -- A compactness principle for bounded sequences of martingales with applications -- Risk minimizing hedging strategies under partial observation -- Multiparameter Markov processes and capacity -- Iterated Brownian motion and its intrinsic skeletal structure -- Heavy traffic and optimal control methods for a communications system -- Stochastic Wess-Zumino- Witten model for the measure of Kontsevitch -- Independence of a class of multiple stochastic integrals -- Existence of invariant measures for diffusion processes on Banach spaces -- On some new type of infinite dimensional Laplacians -- Stochastic PDE’s of Schrödinger type and stochastic Mehler kernels — a path integral approach -- Probability and quantum symmetries in a Riemannian manifold.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users)
Internet Site	http://dx.doi.org/10.1007/978-3-0348-8681-9
Links to Related Works	Subject References: Applications of Mathematics . Applied mathematics . Engineering mathematics . Mathematics . Probabilities . Probability theory and stochastic processes . Authors: Dalang, Robert C. . Dozzi, Marco . editor . Russo, Francesco . Corporate Authors: SpringerLink (Online service) . Series: Progress in probability . Classification: 519.2 . 519.2 (DDC 22) .

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Seminar on Stochastic Analysis, Random Fields and Applications: Centro Stefano Franscini, Ascona, September 1996

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