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Author:   Robert Dalang ,  Marco Dozzi ,  Francesco Russo
Publisher:   Birkhauser Verlag AG
Imprint:   Birkhauser Verlag AG
Edition:   1999 ed.
Volume:   45
Dimensions:   Width: 15.50cm , Height: 1.90cm , Length: 23.50cm
Weight:   1.370kg
ISBN:  

9783764361068

ISBN 10:   3764361069
Pages:   300
Publication Date:   01 April 1999
Audience:   College/higher education ,  Undergraduate ,  Postgraduate, Research & Scholarly
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

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.

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