Seminar on Stochastic Analysis, Random Fields and Applications III

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.