Seminar on Stochastic Analysis, Random Fields and Applications

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.