Stochastic analysis and applications : the Abel Symposium 2005, proceedings of the second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Itô
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書誌事項
Stochastic analysis and applications : the Abel Symposium 2005, proceedings of the second Abel Symposium, Oslo, July 29 - August 4, 2005, held in honor of Kiyosi Itô
（Abel symposia / edited by the Norwegian Mathematical Society, 2）
Springer, c2007
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注記
Other editors: Giulia Di Nunno, Tom Lindstrøm, Bernt Øksendal, Tusheng Zhang
Includes bibliographical references
収録内容
- Memoirs of my research on stochastic analysis / Kiyosi Itô
- Itô calculus and quantum white noise calculus / Luigi Accardi, Andreas Boukas
- Homogenization of diffusions on the lattice Z[d] with periodic drift coeffcients, applying a logarithmic sobolev inequality or a weak poincaré inequality / Sergio Albeverio, M. Simonetta Bernabei, Michael -Röckner, Minoru W. Yoshida
- Theory and applications of infinite dimensional oscillatory integrals / Sergio Albeverio, Sonia Mazzucchi
- Ambit processes; with applications to turbulence and tumour grouwth / Ole E. Barndorff-Nielsen, Jürgen Schmiegel
- A stochastic control approach to a robust utility maximization problem / Giuliana Boradigoni, Anis Matoussi, Martin Schweizer
- Extending Markov processes in weak duality by poisson point processes of excursions / Zhen-Qing Chen, Masatoshi Fukushima, Jiangang Ying
- Hedging with options in models with jumps / Rama Cont, Peter Tankov, Ekaterina Voltchkova
- Power variation analysis of some integral long-memory processes / José Manuel Corcuera
- Kolmogorov equations for stochastic PDE's with multiplicative noise / Giuseppe Da Prato
- Stochastic integrals and adjoint derivatives / Giulia Di Nunno, Yuri A. Rozanov
- An application of probability to nonlinear analysis / Eugene B. Dynkin
- The space of stochastic differential equations / K. David Elworthty
- Extremes of supOU processes / Vicky Fasen, Claudia Klüppelberg
- Gaussian bridges / Dario Gasborra, Tommi Sottinen, Esko Valkeila
- Some of the recent topics on stochastic analysis / Takeyuki Hida
- Differential equations driven by hölder continuous functions of order greater than 1/2 / Yaozhong Hu, David Nualart
- On asymptotics of banach space-valued Itô Functionals of brownian rough paths / Yuzuru Inahama, Hiroshi Kawabi
- Continuous- time markowitz's problems in an incomplete market, with no-shorting portfolios / Hanqing Jin, Xun Yu Zhou
- Quantum and classical conserved quantities : martingales, conservation laws and constants of motion / Torbjørn Kolsrud
- Different lattice approximations for Hôegh-krohn's quantum field model / Song Liang
- Itô atlas, its application to mathematical finance and to exponentiation of infinite dimensional lie algebras / Paul Malliavin
- The invariant distribution of a diffusion : some new aspects / Henry P. McKean
- Formation of singularities in madelung fluid : a nonconventional application of Itô calculus to foundations of quantum mechanics / Laura M. Morato
- G-Expectation, G-Brownian motion and related stochastic calculus of Itô type / Shige Peng
- Perpetual integral functionals of diffusions and their numerical computations / Paavo Salminen, Olli Wallin
- Chaos expansions and malliavin calculus for Lévy processes / Josep Lluís Solé, Frederic Utzet, Josep Vives
- Study of simple but challenging diffusion equation / Daniel W. Stroock
- Itô calculus and malliavin calculus / Shinzo Watanabe
- The malliavin calculus for processes with conditionally independent increments / Aleh L. Yablonski