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2011923065 contributor B12414079.
2011923065 contributor B12414080.
2011923065 created "c2011.".
2011923065 date "2011".
2011923065 date "c2011.".
2011923065 dateCopyrighted "c2011.".
2011923065 description "Includes bibliographical references.".
2011923065 description "Machine generated contents note: Stochastic Analysis and Random Fields -- The Trace Formula for the Heat Semigroup with Polynomial Potential / S. Mazzucchi -- Existence Results for Fokker-Planck Equations in Hilbert Spaces / M. Rockner -- Uniqueness in Law of the Ito Integral with Respect to Levy Noise / E. Hausenblas -- Statistical Inference and Malliavin Calculus / A. Kohatsu-Higa -- Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group / A.B. Cruzeiro -- On Stochastic Ergodic Control in Infinite Dimensions / B. Maslowski -- Yet Another Look at Harris' Ergodic Theorem for Markov Chains / J.C. Mattingly -- Old and New Examples of Scale Functions for Spectrally Negative Levy Processes / E. Kyprianou -- A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales / E. Platen -- Are Fractional Brownian Motions Predictable? / A. Jakubowski -- Control of Exit Time for Lagrangian Systems with Weak Noise / A. Kovaleva -- A Probabilistic Deformation of Calculus of Variations with Constraints / J.-C. Zambrini -- Exponential Integrability and DLR Consistence of Some Rough Functionals / J. Lorinczi -- A Family of Series Representations of the Multiparameter Fractional Brownian Motion / A. Malyarenko -- The Martingale Problem for Markov Solutions to the Navier-Stokes Equations / M. Romito -- Functional Inequalities for the Wasserstein Dirichlet Form / W. Stannat -- Entropic Measure on Multidimensional Spaces / K.-T. Sturm -- Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields / Y. Xiao -- Stochastic Methods in Financial Models -- Hedging with Residual Risk: A BSDE Approach / P. Imkeller -- Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1) / R. Brummelhuis -- The Clean Development Mechanism and Joint Price Formation for Allowances and CERs / M. Fehr -- Optimal Investment Problems with Marked Point Processes / C. Ceci -- Doubly Stochastic CDO Term Structures / T. Schmidt -- A Framework for Dynamic Hedging under Convex Risk Measures / R. Sircar -- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations / L. Vostrikova.".
2011923065 extent "xi, 492 p. :".
2011923065 identifier "3034800207 (alk. paper)".
2011923065 identifier "3034800215 (ebk.)".
2011923065 identifier "9783034800204 (alk. paper)".
2011923065 identifier "9783034800211 (ebk.)".
2011923065 isPartOf "Progress in probability ; 63.".
2011923065 isPartOf "Progress in probability ; v. 63".
2011923065 issued "2011".
2011923065 issued "c2011.".
2011923065 language "eng".
2011923065 publisher "Basel : Birkhäuser,".
2011923065 subject "519.2/2 23".
2011923065 subject "Distribution (Probability theory) Congresses.".
2011923065 subject "Mathematics Congresses.".
2011923065 subject "QA274.2 .S45 2008".
2011923065 subject "Random fields Congresses.".
2011923065 subject "Stochastic analysis Congresses.".
2011923065 tableOfContents "Machine generated contents note: Stochastic Analysis and Random Fields -- The Trace Formula for the Heat Semigroup with Polynomial Potential / S. Mazzucchi -- Existence Results for Fokker-Planck Equations in Hilbert Spaces / M. Rockner -- Uniqueness in Law of the Ito Integral with Respect to Levy Noise / E. Hausenblas -- Statistical Inference and Malliavin Calculus / A. Kohatsu-Higa -- Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group / A.B. Cruzeiro -- On Stochastic Ergodic Control in Infinite Dimensions / B. Maslowski -- Yet Another Look at Harris' Ergodic Theorem for Markov Chains / J.C. Mattingly -- Old and New Examples of Scale Functions for Spectrally Negative Levy Processes / E. Kyprianou -- A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales / E. Platen -- Are Fractional Brownian Motions Predictable? / A. Jakubowski -- Control of Exit Time for Lagrangian Systems with Weak Noise / A. Kovaleva -- A Probabilistic Deformation of Calculus of Variations with Constraints / J.-C. Zambrini -- Exponential Integrability and DLR Consistence of Some Rough Functionals / J. Lorinczi -- A Family of Series Representations of the Multiparameter Fractional Brownian Motion / A. Malyarenko -- The Martingale Problem for Markov Solutions to the Navier-Stokes Equations / M. Romito -- Functional Inequalities for the Wasserstein Dirichlet Form / W. Stannat -- Entropic Measure on Multidimensional Spaces / K.-T. Sturm -- Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields / Y. Xiao -- Stochastic Methods in Financial Models -- Hedging with Residual Risk: A BSDE Approach / P. Imkeller -- Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1) / R. Brummelhuis -- The Clean Development Mechanism and Joint Price Formation for Allowances and CERs / M. Fehr -- Optimal Investment Problems with Marked Point Processes / C. Ceci -- Doubly Stochastic CDO Term Structures / T. Schmidt -- A Framework for Dynamic Hedging under Convex Risk Measures / R. Sircar -- On the Stability of Prices of Contingent Claims in Incomplete Models Under Statistical Estimations / L. Vostrikova.".
2011923065 title "Seminar on Stochastic Analysis, Random Fields and Applications VI : Centro Stefano Franscini, Ascona, May 2008 / Robert C. Dalang, Marco Dozzi, Francesco Russo, editors.".
2011923065 type "text".