Seminar on Stochastic Analysis, Random Fields and Applications IV

Chapter 1 Gaussian Random Fields on Manifolds

Chapter 2 Higher Order Expansions for the Overlap of the SK Model

Chapter 3 Poissonian Exponential Functionals, q-Series, q-Integrals, and the Moment Problem for log-Normal Distributions

Chapter 4 A Littlewood-Paley Type Inequality on the Path Space

Chapter 5 Condition Numbers and Extrema of Random Fields

Chapter 6 Second-Order Hyperbolic S.P.D.E.’s Driven by Boundary Noises

Chapter 7 Stochastic Heat and Burgers Equations and the Intermittence of Turbulence

Chapter 8 Averaging of a Parabolic Partial Differential Equation with Random Evolution

Chapter 9 Random Currents and Probabilistic Models of Vortex Filaments

Chapter 10 Stochastic Resonance: A Comparative Study of Two-State Models

Chapter 11 Sample Hölder Continuity of Stochastic Process and Majorizing Measures

Chapter 12 Hypoelliptic Diffusions and Cyclic Cohomology

Chapter 13 Isovectors for the Hamilton-Jacobi-Bellman Equation, Formal Stochastic Differentials and First Integrals in Euclidean Quantum Mechanics

Chapter 14 Superhedging Strategies and Balayage in Discrete Time

Chapter 15 Generalized Hyperbolic and Inverse Gaussian Distributions: Limiting Cases and Approximation of Processes

Chapter 16 Stochastic Volatility and Correction to the Heat Equation

Chapter 17 Bayesian Estimate of Default Probabilities via MCMC with Delayed Rejection

Chapter 18 Optimal Portfolio in a Multiple-Priors Model

Chapter 19 Indifference Pricing with Exponential Utility