A collection of 20 refereed research or review papers presented at a six-day seminar in Switzerland. The contributions focus on stochastic analysis, its applications to the engineering sciences, and stochastic methods in financial models, which was the subject of a minisymposium.
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.
