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Stochastic Analysis and Applications — A Symposium in Honor
of Kiyosi Itô —
Contributions to the proceedings
- Kiyosi Itô: Memoirs
of My Research on Stochastic Analysis
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Luigi Accardi and Andreas Boukas:
Itô calculus and quantum white noise calculus
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Sergio Albeverio, M. Simonetta Bernabei, Michael Röckner, and
Minoru W. Yoshida:
Homogenization of diffusions on
the lattice Zd
with periodic drift coefficients, applying a logarithmic Sobolev
inequality or a weak Poincaré inequality
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Sergio Albeverio and Sonia Mazzucchi:
Theory and applications of infinite dimensional oscillatory integrals
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Ole E. Barndorff-Nielsen and Jürgen Schmiegel: Ambit processes; with
applications to turbulence and tumour growth
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Giuliana Bordigoni, Anis Matoussi, and
Martin Schweizer: A
stochastic control approach to a robust utility maximization
problem
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Zhen-Qing Chen, Masatoshi
Fukushima, and Jiangang Ying: Extending Markov Processes in
Weak Duality by Poisson Point
Processes of Excursions
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Rama Cont, Peter Tankov, Ekaterina Voltchkova:
Hedging with options in models with jumps
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José Manuel Corcuera
Power variation analysis of some integral long-memory processes
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Giuseppe Da Prato: Kolmogorov equations for
stochastic PDE's with multiplicative noise
- Giulia Di Nunno and Yuri A. Rozanov:
Stochastic Integrals and Adjoint Derivatives
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- Eugene B. Dynkin:
An application of
probability to nonlinear analysis
- K. David Elworthy:
The space of stochastic differential equations
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Vicky Fasen and Claudia Klüppelberg:
Extremes of supOU processes
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Dario Gasbarra, Tommi Sottinen, and Esko Valkeila:
Gaussian bridges
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Takeyuki Hida:
Some of the recent topics on stochastic analysis
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Yaozhong Hu and David Nualart:
Differential equations driven by Hölder continuous functions of
order greater than 1/2
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Yuzuru Inahama and Hiroshi Kawabi:
On asymptotics of Banach space-valued
Itô functionals of Brownian rough paths
- Hanqing Jin and Xun Yu Zhou:
Continuous-Time Markowitz's Problems in an Incomplete Market,
with No-Shorting Portfolios
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Torbjörn Kolsrud:
Quantum and Classical Conserved Quantities:
Martingales, Conservation Laws and Constants of Motion
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Song Liang: Different
Lattice Approximations for Høegh-Krohn's quantum field model
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Paul Malliavin:
Itô Atlas,
its application to mathematical finance and to
exponentiation of infinite dimensional Lie algebras
- Henry P. McKean:
The Invariant Distribution of a Diffusion: Some New Aspects
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Laura M. Morato:
Formation of singularities in Madelung fluid: a
nonconventional application of Itô calculus to foundations
of Quantum Mechanics
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Shige Peng:
G-Expectation, G-Brownian Motion and Related
Stochastic Calculus of Itô's type
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Paavo Salminen and Olli Wallin:
Perpetual integral functionals of diffusioins and their
numerical computations
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Josep Lluís Solé, Frederic Utzet, and Josep Vives
Chaos expansions and Malliavin calculus for Lévy processes
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Daniel W. Stroock:
Study of Simple but Challenging Diffusion Equation
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Shinzo Watanabe:
Itô Calculus and Malliavin Calculus
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Aleh L. Yablonski:
The Malliavin calculus for processes with conditionally independent increments
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