Stochastic Analysis and Applications 2014

In Honour of Terry Lyons

  • Dan Crisan
  • Ben Hambly
  • Thaleia Zariphopoulou
Conference proceedings

Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 100)

Table of contents

  1. Front Matter
    Pages i-xxvi
  2. Erich Baur, Jean Bertoin
    Pages 51-76
  3. René Carmona, François Delarue
    Pages 77-128
  4. Thomas Cass, Martin Clark, Dan Crisan
    Pages 129-162
  5. Ana Bella Cruzeiro, Remi Lassalle
    Pages 163-184
  6. Alexander Davie
    Pages 185-201
  7. Joscha Diehl, Peter K. Friz, Harald Oberhauser
    Pages 203-238
  8. Yidong Dong, Ronnie Sircar
    Pages 239-281
  9. Hans Föllmer, Claudia Klüppelberg
    Pages 307-326
  10. Masatoshi Fukushima, Hiroshi Kaneko
    Pages 327-348
  11. Tomoyuki Ichiba, Ioannis Karatzas
    Pages 349-376
  12. David Nualart
    Pages 377-395
  13. Zhenjie Ren, Nizar Touzi, Jianfeng Zhang
    Pages 397-453
  14. Back Matter
    Pages 503-503

About these proceedings


Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. 

Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life.  

The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.


60H10, 60H15, 60H30 Financial mathematics Stochastic analysis Stochastic optimization Terry Lyons

Editors and affiliations

  • Dan Crisan
    • 1
  • Ben Hambly
    • 2
  • Thaleia Zariphopoulou
    • 3
  1. 1.Department of MathematicsImperial CollegeLondonUnited Kingdom
  2. 2.Mathematical InstituteUniversity of OxfordOxfordUnited Kingdom
  3. 3.Department of Mathematics and IROMUniversity of Texas McCombs School of BusinessAustinUSA

Bibliographic information

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