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Seminar on stochastic analysis, random fields and applications. Proceedings of a seminar held at the Centro Stefano Franscini, Ascona, Switzerland, June 7-12, 1993. (English) Zbl 0822.00010
Progress in Probability. 36. Basel: Birkhäuser. x, 391 p. (1995).

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The articles of this volume will be reviewed individually.
Indexed articles:
Aebi, Robert, Propagation of chaos: The inverse problem, 1-25 [Zbl 0827.60065]
Albeverio, S.; Kondratiev, Yu. G.; Röckner, M., A remark on stochastic dynamics on the infinite-dimensional torus, 27-35 [Zbl 0830.60055]
Carmona, René A.; Fouque, Jean Pierre, Diffusion-approximation for the advection-diffusion of a passive scalar by a space-time Gaussian velocity field, 37-49 [Zbl 0827.60047]
Carmona, René A.; Yan, J. A., A new space of white noise distributions and applications to SPDE’s, 51-66 [Zbl 0836.60045]
Crauel, Hans; Flandoli, Franco, Dissipativity of three-dimensional stochastic Navier-Stokes equation, 67-76 [Zbl 0831.58032]
Cruzeiro, A. B.; Haba, Z.; Zambrini, J. C., Bernstein diffusions and Euclidean quantum field theory, 77-97 [Zbl 0835.60036]
Delgado, Rosario; Sanz-Solé, Marta, A Fubini theorem for generalized Stratonovich integrals, 99-110 [Zbl 0831.60062]
Dembo, Amir; Zeitouni, Ofer, Large deviations via parameter dependent change of measure, and an application to the lower tail of Gaussian processes, 111-121 [Zbl 0837.60024]
Gjerde, Jon; Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng, An equation modelling transport of a substance in a stochastic medium, 123-134 [Zbl 0827.60048]
Haba, Z., Stochastic representation of unitary quantum evolution, 135-149 [Zbl 0827.60067]
Imkeller, Peter; Weisz, Ferenc, Critical dimensions for the existence of self-intersection local times of the Brownian sheet in \(\mathbb{R}^ d\), 151-168 [Zbl 0827.60036]
Léandre, Rémi; Russo, Francesco, Density estimates for stochastic partial differential equations, 169-186 [Zbl 0831.60073]
Li, C. W., Almost sure convergence of stochastic differential equations of jump- diffusion type, 187-197 [Zbl 0827.60034]
Malliavin, Paul, Applications and foundations of quasi sure analysis, 199-203 [Zbl 0847.60034]
Nualart, David; Vives, Josep, A duality formula on the Poisson space and some applications, 205-213 [Zbl 0856.60057]
Oberguggenberger, Michael, Generalized functions and stochastic processes, 215-229 [Zbl 0829.46025]
Sturm, Karl-Theodor, On the geometry defined by Dirichlet forms, 231-242 [Zbl 0834.58039]
Yor, Marc, Random Brownian scaling and some absolute continuity relationships, 243-252 [Zbl 0827.60010]
Zegarlinski, Boguslaw, Recent progress in the hypercontractive semigroups, 253-262 [Zbl 0846.60094]
Bianchi, Carlo; Cesari, Riccardo; Panattoni, Lorenzo, Alternative estimators of a diffusion model of the term structure of interest rates. A Monte Carlo comparison, 265-306 [Zbl 0831.90036]
Buckdahn, Rainer, Backward stochastic differential equations. Option hedging under additional cost, 307-318 [Zbl 0827.60044]
Chatelain, Michel; Stricker, Christophe, Componentwise and vector stochastic integration with respect to certain multi-dimensional continuous local martingales, 319-325 [Zbl 0833.60058]
Cutland, Nigel J.; Kopp, P. Ekkehard; Willinger, Walter, Stock price returns and the Joseph effect: a fractional version of the Black-Scholes model, 327-351 [Zbl 0827.60021]
Lamberton, Damien, Critical price for an American option near maturity, 353-358 [Zbl 0830.60037]
Di Masi, G. B.; Platen, E.; Runggaldier, W. J., Hedging of options under discrete observation on assets with stochastic volatility, 359-364 [Zbl 0831.90009]
Runggaldier, Wolfgang J.; Schweizer, Martin, Convergence of option values under incompleteness, 365-384 [Zbl 0827.60026]
Tourin, Agnès; Zariphopoulou, Thaleia, Portfolio selection with transaction costs, 385-391 [Zbl 0827.65072]

00B25 Proceedings of conferences of miscellaneous specific interest
60-06 Proceedings, conferences, collections, etc. pertaining to probability theory