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Seminar on Stochastic Analysis, Random Fields and Applications V

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Cover of 'Seminar on Stochastic Analysis, Random Fields and Applications V'

Table of Contents

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    Book Overview
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    Chapter 1 Detection of Dynamical Systems from Noisy Multivariate Time Series
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    Chapter 2 A Bakry-Emery Criterion for Self-Interacting Diffusions
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    Chapter 3 Stationary Solutions for the 2D Stochastic Dissipative Euler Equation
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    Chapter 4 Volterra Equations Perturbed by a Gaussian Noise
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    Chapter 5 Dirichlet Forms Methods: An Application to the Propagation of the Error Due to the Euler Scheme
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    Chapter 6 Individual-Based Probabilistic Models of Adaptive Evolution and Various Scaling Approximations
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    Chapter 7 A Note on Evolution Systems of Measures for Time-Dependent Stochastic Differential Equations
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    Chapter 8 Remarks on 3D Stochastic Navier-Stokes Equations
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    Chapter 9 Slices of a Brownian Sheet: New Results and Open Problems
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    Chapter 10 An Estimate of the Convergence Rate in Diffusion Approximation of a Particle Motion under Random Forcing
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    Chapter 11 Long-Time Behaviour for the Brownian Heat Kernel on a Compact Riemannian Manifold and Bismut’s Integration-by-Parts Formula
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    Chapter 12 Probabilistic Deformation of Contact Geometry, Diffusion Processes and Their Quadratures
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    Chapter 13 Approximation of Stochastic Differential Equations Driven by Fractional Brownian Motion
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    Chapter 14 Critical Exponents for Semilinear PDEs with Bounded Potentials
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    Chapter 15 Generalized Ornstein-Uhlenbeck Processes on Separable Banach Spaces
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    Chapter 16 Approximation of Rough Paths of Fractional Brownian Motion
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    Chapter 17 A One-Dimensional Analysis of Singularities and Turbulence for the Stochastic Burgers Equation in d Dimensions
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    Chapter 18 Attractors for Ergodic and Monotone Random Dynamical Systems
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    Chapter 19 On the Stability of Feynman-Kac Propagators
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    Chapter 20 Some Applications of the Malliavin Calculus to Sub-Gaussian and Non-Sub-Gaussian Random Fields
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    Chapter 21 Nonlinear Markovian Problems in Large Dimensions
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    Chapter 22 A Tychastic Approach to Guaranteed Pricing and Management of Portfolios under Transaction Constraints
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    Chapter 23 Numerical Aspects of Loan Portfolio Optimization
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    Chapter 24 An Orlicz Spaces Duality for Utility Maximization in Incomplete Markets
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    Chapter 25 No Free Lunch under Transaction Costs for Continuous Processes
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    Chapter 26 Robustness of the Hobson-Rogers Model with Respect to the Offset Function
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    Chapter 27 PDE Approach to Utility Maximization for Market Models with Hidden Markov Factors
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    Chapter 28 Generalizations of Merton’s Mutual Fund Theorem in Infinite-Dimensional Financial Models
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Title
Seminar on Stochastic Analysis, Random Fields and Applications V
Published by
Birkhäuser Basel, March 2008
DOI 10.1007/978-3-7643-8458-6
ISBNs
978-3-76-438457-9, 978-3-76-438458-6
Editors

Dalang, Robert C., Russo, Francesco, Dozzi, Marco

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X Demographics

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Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 15 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Iran, Islamic Republic of 1 7%
Portugal 1 7%
Belgium 1 7%
Unknown 12 80%

Demographic breakdown

Readers by professional status Count As %
Professor > Associate Professor 4 27%
Student > Ph. D. Student 4 27%
Researcher 3 20%
Other 1 7%
Professor 1 7%
Other 1 7%
Unknown 1 7%
Readers by discipline Count As %
Mathematics 4 27%
Engineering 3 20%
Computer Science 3 20%
Business, Management and Accounting 1 7%
Environmental Science 1 7%
Other 1 7%
Unknown 2 13%