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.
Inhaltsverzeichnis
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.
