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Author:   Robert Dalang ,  Marco Dozzi ,  Francesco Russo
Publisher:   Birkhauser Verlag AG
Imprint:   Birkhauser Verlag AG
Edition:   2004 ed.
Volume:   58
Dimensions:   Width: 15.50cm , Height: 2.00cm , Length: 23.50cm
Weight:   1.450kg
ISBN:  

9783764371319

ISBN 10:   3764371315
Pages:   328
Publication Date:   27 September 2004
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Stochastic Analysis and Random Fields.- Gaussian random fields on manifolds.- Higher order expansions for the overlap of the SK model.- Poissonian exponential functionalsq-seriesq-integrals, and the moment problem for log-normal distributions.- A Littlewood-Paley type inequality on the path space.- Condition numbers and extrema of random fields.- Second-order hyperbolic S.P.D.E.’s driven by boundary noises.- Stochastic heat and Burgers equations and the intermittence of turbulence.- Averaging of a parabolic partial differential equation with random evolution.- Random currents and probabilistic models of vortex filaments.- Stochastic resonance: a comparative study of two-state models.- Sample Hölder continuity of stochastic processes and majorizing measures.- Hypoelliptic diffusions and cyclic cohomology.- Isovectors for the Hamilton-Jacobi-Bellman equation,formal stochastic differentials and first integrals in Euclidean quantum mechanics.- Stochastic Methods in Financial Models.- Superhedging strategies and balayage in discrete time.- Generalized hyperbolic and inverse Gaussian distributions: limiting cases and approximation of processes.- Stochastic volatility and correction to the heat equation.- Bayesian estimate of default probabilities via MCMC with delayed rejection.- Optimal portfolio in a multiple-priors model.- Indifference pricing with exponential utility.

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