© 2007

Stochastic Analysis and Applications

The Abel Symposium 2005

  • Fred Espen Benth
  • Giulia Di Nunno
  • Tom Lindstrøm
  • Bernt Øksendal
  • Tusheng Zhang
Conference proceedings

Part of the Abel Symposia book series (ABEL, volume 2)

Table of contents

  1. Front Matter
    Pages I-XI
  2. Luigi Accardi, Andreas Boukas
    Pages 7-51
  3. Sergio Albeverio, Sergio Albeverio
    Pages 73-91
  4. Ole E. Barndorff-Nielsen, Jürgen Schmiegel
    Pages 93-124
  5. Giuliana Bordigoni, Anis Matoussi, Martin Schweizer
    Pages 125-151
  6. Zhen-Qing Chen, Masatoshi Fukushima, Jiangang Ying
    Pages 153-196
  7. Rama Cont, Peter Tankov, Ekaterina Voltchkova
    Pages 197-217
  8. Giulia Di Nunno, Yuri A. Rozanov
    Pages 265-307
  9. K. David Elworthy
    Pages 327-337
  10. Vicky Fasen, Claudia Klüppelberg
    Pages 339-359
  11. Dario Gasbarra, Tommi Sottinen, Esko Valkeila
    Pages 361-382

About these proceedings


Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twentieth century mathematics who reshaped the mathematical world. Today stochastic calculus is a central research field with applications in several other mathematical disciplines, for example physics, engineering, biology, economics and finance.

The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over the world were invited to present the newest developments within the exciting and fast growing field of stochastic analysis. The present volume combines both papers from the invited speakers and contributions by the presenting lecturers.

A special feature is the Memoirs that Kiyoshi Ito wrote for this occasion. These are valuable pages for both young and established researchers in the field.


Chaos Markov Stochastic Differential Equations Stochastic calculus analysis mechanics model

Editors and affiliations

  • Fred Espen Benth
    • 1
  • Giulia Di Nunno
    • 2
  • Tom Lindstrøm
    • 3
  • Bernt Øksendal
    • 4
  • Tusheng Zhang
    • 5
  1. 1.Department of MathematicsUniversity of OsloOsloNorway
  2. 2.Department of MathematicsUniversity of OsloOsloNorway
  3. 3.Department of MathematicsUniversity of OsloOsloNorway
  4. 4.Department of MathematicsUniversity of OsloOsloNorway
  5. 5.Department of MathematicsUniversity of ManchesterManchesterUK

About the editors

Information on the volume editors:

All the Editors are working in stochastic analysis. Bernt Øksendal received the Nansen Prize in 1996 and was elected member of the Norwegian Academy of Science and Letters in 1996.

Bibliographic information

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