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Seminar on Stochastic Analysis, Random Fields and Applications

Centro Stefano Franscini, Ascona, September 1996

  • Robert C. Dalang
  • Marco Dozzi
  • Francesco Russo
Conference proceedings

Part of the Progress in Probability book series (PRPR, volume 45)

Table of contents

  1. Front Matter
    Pages i-x
  2. Emilio Barucci, Fausto Gozzi, Vincenzo Vespri
    Pages 1-14
  3. Claas Becker, Hanno Gottschalk, Jiang-Lun Wu
    Pages 15-24
  4. Samir Ben Hariz, Paul Doukhan, José Rafael León
    Pages 25-37
  5. Lorenzo Bertini, Paolo Buttà, Barbara Rüdiger
    Pages 63-71
  6. Rainer Buckdahn, Shige Peng
    Pages 73-85
  7. G. Burdet, Ph. Combe, H. Nencka
    Pages 87-99
  8. Fabien Chenal, Annie Millet
    Pages 101-123
  9. Philippe Ciprut, Max-Olivier Hongler, Yves Salama
    Pages 125-135
  10. Paul Fischer, Eckhard Platen, Wolfgang J. Runggaldier
    Pages 175-188
  11. Francis Hirsch, Shiqi Song
    Pages 189-200
  12. Davar Khoshnevisan, Thomas M. Lewis
    Pages 201-210
  13. Michael Röckner, Tusheng S. Zhang
    Pages 261-265

About these proceedings

Keywords

Brownian motion Gaussian process Markov process Martingale calculus diffusion process local time modeling

Editors and affiliations

  • Robert C. Dalang
    • 1
  • Marco Dozzi
    • 2
  • Francesco Russo
    • 3
  1. 1.Département de MathématiquesEcole Polytechnique FédéraleLausanneSwitzerland
  2. 2.Institut Elie CartanUniversité Henri PoincaréVandoeuvre-les-Nancy CedexFrance
  3. 3.Département de Mathématiques Institut GaliléeUniversité Paris 13VilletaneuseFrance

Bibliographic information

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