Skip to main content
SpringerLink
Log in
Birkhäuser

Seminar on Stochastic Analysis, Random Fields and Applications III

Centro Stefano Franscini, Ascona, September 1999

  • Conference proceedings
  • © 2002

Overview

Editors:
  1. Robert C. Dalang

    1. Département de Mathématiques, Ecole Polytechnique Fédérale, Lausanne, Switzerland

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Marco Dozzi

    1. Institut Elie Cartan, Université Henri Poincaré, Vandoeuvre-les-Nancy Cedex, France

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  3. Francesco Russo

    1. Département de Mathématiques, Institut Galilée, Villetaneuse, France

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Progress in Probability (PRPR, volume 52)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (20 papers)

  1. Front Matter

    Pages i-xvii
    Download chapter PDF

  2. Light, Atoms, and Singularities

    • O. E. Barndorff-Nielsen, F. E. Benth, J. L. Jensen
    Pages 1-18

  3. How Random Are Random Walks?

    • R. Blei
    Pages 19-31

  4. Classical Solutions for SPDEs with Dirichlet Boundary Conditions

    • S. Bonaccorsi, G. Guatteri
    Pages 33-44

  5. Credit Risk: The Structural Approach Revisited

    • E. Buffet
    Pages 45-53

  6. Classical Solutions for Kolmogorov Equations in Hilbert Spaces

    • S. Cerrai
    Pages 55-71

  7. Monotone Gradient Systems in L 2 Spaces

    • G. Da Prato
    Pages 73-88

  8. Catalytic and Mutually Catalytic Super-Brownian Motions

    • D. A. Dawson, K. Fleischmann
    Pages 89-110

  9. Sticky Particles, Scalar Conservation Law and Pressureless Gas Equations

    • A. Dermoune, H. Machrafi, O. Moutsinga
    Pages 111-120

  10. Affine Short Rate Models

    • D. Filipović
    Pages 121-132

  11. A Filtered EM Algorithm for Parameter Estimation in Linear Filtering

    • P. Florchinger
    Pages 133-152

  12. Instability of a Quantum Particle Induced by a Randomly Varying Spring Coefficient

    • J. Garnier
    Pages 153-171

  13. On the Superreplication Approach for European Interest Rates Derivatives

    • F. Gozzi, T. Vargiolu
    Pages 173-187

  14. A Complete Market Model with Poisson and Brownian Components

    • M. Jeanblanc, N. Privault
    Pages 189-204

  15. Stochastic Calculus and Processes in Non-Commutative Space-Time

    • R. Vilela Mendes
    Pages 205-217

  16. A Measure-Valued Process Related to the Parabolic Anderson Model

    • C. Mueller, R. Tribe
    Pages 219-227

  17. Homogenization of PDEs with Non Linear Boundary Condition

    • Y. Ouknine, É. Pardoux
    Pages 229-242

  18. A Bayesian Adaptive Control Approach to Risk Management in a Binomial Model

    • W. Runggaldier, B. Trivellato, T. Vargiolu
    Pages 243-258

  19. Hölder Continuity for the Stochastic Heat Equation With Spatially Correlated Noise

    • M. Sanz-Solé, M. Sarrà
    Pages 259-268

  20. Regularity Conditions for Parabolic SPDEs on Lie Groups

    • S. Tindel, F. Viens
    Pages 269-291
Back to top

Keywords

Editors and Affiliations

  • Département de Mathématiques, Ecole Polytechnique Fédérale, Lausanne, Switzerland

    Robert C. Dalang

  • Institut Elie Cartan, Université Henri Poincaré, Vandoeuvre-les-Nancy Cedex, France

    Marco Dozzi

  • Département de Mathématiques, Institut Galilée, Villetaneuse, France

    Francesco Russo

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation