Light, atoms, and singularities.- How random are random walks ?.- Classical solutions for SPDEs with Dirichlet boundary conditions.- Credit Risk: The structural approach revisited.- Classical solutions for Kolmogorov equations in Hilbert spaces.- Monotone gradient systems in L2spaces.- Catalytic and mutually catalytic super-brownian motions.- Sticky particles, scalar conservation law and pressureless gas equations.- Affine short rate models.- A filtered EM algorithm for parameter estimation in linear filtering.- Instability of a quantum particle induced by a randomly varying spring coefficient.- On the superreplication approach for European interest rates derivatives.- A complete market model with Poisson and Brownian components.- Stochastic calculus and processes in non-commutative space-time.- A measure-valued process related to the parabolic Anderson model.- Homogenization of PDEs with non linear boundary condition.- A Bayesian adaptative control approach to risk management in a binomial model.- Hölder continuity for the stochastic heat equation with spatially correlated noise.- Regularity conditions for parabolic SPDEs on Lie groups.- Forward integrals and stochastic differential equations.
Inhaltsverzeichnis
Light, atoms, and singularities. - How random are random walks ? . - Classical solutions for SPDEs with Dirichlet boundary conditions. - Credit Risk: The structural approach revisited. - Classical solutions for Kolmogorov equations in Hilbert spaces. - Monotone gradient systems in L2spaces. - Catalytic and mutually catalytic super-brownian motions. - Sticky particles, scalar conservation law and pressureless gas equations. - Affine short rate models. - A filtered EM algorithm for parameter estimation in linear filtering. - Instability of a quantum particle induced by a randomly varying spring coefficient. - On the superreplication approach for European interest rates derivatives. - A complete market model with Poisson and Brownian components. - Stochastic calculus and processes in non-commutative space-time. - A measure-valued process related to the parabolic Anderson model. - Homogenization of PDEs with non linear boundary condition. - A Bayesian adaptative control approach to risk management in a binomial model. - Hölder continuity for the stochastic heat equation with spatially correlated noise. - Regularity conditions for parabolic SPDEs on Lie groups. - Forward integrals and stochastic differential equations.
