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Seminar on stochastic analysis, random fields and applications VI. Centro Stefano Franscini, Ascona (Ticino), Switzerland, May 19–23, 2008. (English) Zbl 1213.60017
Progress in Probability 63. Basel: Birkhäuser (ISBN 978-3-0348-0020-4/pbk; 978-3-0348-0021-1/ebook). xi, 492 p. (2011).

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The articles of this volume will be reviewed individually. For the preceding conference see Zbl 1130.60005.
Indexed articles:
Albeverio, Sergio; Mazzucchi, Sonia, The trace formula for the heat semigroup with polynomial potential, 3-21 [Zbl 1248.35042]
Bogachev, Vladimir; Da Prato, Giuseppe; Röckner, Michael, Existence results for Fokker-Planck equations in Hilbert spaces, 23-35 [Zbl 1247.60089]
Brzeźniak, Zdzisław; Hausenblas, Erika, Uniqueness in law of the Itô integral with respect to Lévy noise, 37-57 [Zbl 1278.60100]
Corcuera, José M.; Kohatsu-Higa, Arturo, Statistical inference and Malliavin calculus, 59-82 [Zbl 1390.60256]
Cruzeiro, Ana Bela, Hydrodynamics, probability and the geometry of the diffeomorphisms group, 83-93 [Zbl 1260.37055]
Goldys, Beniamin; Maslowski, Bohdan, On stochastic ergodic control in infinite dimensions, 95-107 [Zbl 1246.93125]
Hairer, Martin; Mattingly, Jonathan C., Yet another look at Harris’ ergodic theorem for Markov chains, 109-117 [Zbl 1248.60082]
Hubalek, F.; Kyprianou, E., Old and new examples of scale functions for spectrally negative Lévy processes, 119-145 [Zbl 1274.60148]
Hulley, Hardy; Platen, Eckhard, A visual criterion for identifying Itô diffusions as martingales or strict local martingales, 147-157 [Zbl 1248.60095]
Jakubowski, Adam, Are fractional Brownian motions predictable?, 159-165 [Zbl 1251.60034]
Kovaleva, Agnessa, Control of exit time for Lagrangian systems with weak noise, 167-176 [Zbl 1250.82031]
Léonard, Christian; Zambrini, Jean-Claude, A probabilistic deformation of calculus of variations with constraints, 177-189 [Zbl 1246.49015]
Lőrinczi, József, Exponential integrability and DLR consistence of some rough functionals, 191-208 [Zbl 1280.60046]
Malyarenko, Anatoliy, A family of series representations of the multiparameter fractional Brownian motion, 209-226 [Zbl 1247.60052]
Romito, Marco, The martingale problem for Markov solutions to the Navier-Stokes equations, 227-244 [Zbl 1391.76111]
Stannat, Wilhelm, Functional inequalities for the Wasserstein Dirichlet form, 245-260 [Zbl 1257.58024]
Sturm, Karl-Theodor, Entropic measure on multidimensional spaces, 261-277 [Zbl 1253.60066]
Xiao, Yimin, Properties of strong local nondeterminism and local times of stable random fields, 279-308 [Zbl 1261.60048]
Ankirchner, Stefan; Imkeller, Peter, Hedging with residual risk: a BSDE approach, 311-325 [Zbl 1245.91094]
Brummelhuis, Raymond, Auto-tail dependence coefficients for stationary solutions of linear stochastic recurrence equations and for \(\mathrm{GARCH}(1,1)\), 327-339 [Zbl 1282.60040]
Carmona, René; Fehr, Max, The clean development mechanism and joint price formation for allowances and CERs, 341-383 [Zbl 1282.91247]
Ceci, Claudia, Optimal investment problems with marked point processes, 385-412 [Zbl 1246.91160]
Filipović, Damir; Overbeck, Ludger; Schmidt, Thorsten, Doubly stochastic CDO term structures, 413-428 [Zbl 1246.91144]
Toussaint, Antoine; Sircar, Ronnie, A framework for dynamic hedging under convex risk measures, 429-451 [Zbl 1246.91120]
Vostrikova, Lioudmila, On the stability of prices of contingent claims in incomplete models under statistical estimations, 453-471 [Zbl 1246.91139]
Woerner, Jeannette H. C., Analyzing the fine structure of continuous time stochastic processes, 473-492 [Zbl 1416.62592]

60-06 Proceedings, conferences, collections, etc. pertaining to probability theory
60G60 Random fields
60Hxx Stochastic analysis
35R60 PDEs with randomness, stochastic partial differential equations
37L55 Infinite-dimensional random dynamical systems; stochastic equations
91G80 Financial applications of other theories
00B25 Proceedings of conferences of miscellaneous specific interest
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